# EDGAR Filing Document

**Accession Number:** 0001532203
**File Stem:** 0001752724-25-163066
**Filing Date:** 2025-6
**Character Count:** 3123914
**Document Hash:** 37520b3d36770034de384b347cf04f41
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-163066.hdr.sgml**: 20250630

**ACCESSION NUMBER**: 0001752724-25-163066

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250630

**DATE AS OF CHANGE**: 20250630

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22619
- **FILM NUMBER:** 251090689

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $132515674164.73

**Total Liabilities:** $5832516806.75

**Net Assets:** $126683157357.98

**Cash Not Reported:** $1775923113.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -24042.04852342 | **1-Year:** -3020453.87086397 | **5-Year:** -9356802.53348185 | **10-Year:** -9306927.35958404 | **30-Year:** -3568898.87930244

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

- **3-Month:** -143.52147323 | **1-Year:** -12889.64026553 | **5-Year:** -26409.92976647 | **10-Year:** -9329.67608113 | **30-Year:** -5860.17744271

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000217897 | 0.80%                | -1.10%               | 1.63%                |
| Class ID C000217896 | 0.75%                | -1.13%               | 1.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-129509762.79           | $1421465813.72                             |
| Month 2  | $-101006063.05           | $1794212930.48                             |
| Month 3  | $-401367959.70           | $7293472849.76                             |

### Schedule of Portfolio Investments

| Name                                                                             | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |       Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      33503000 | PA      | $21138077.47   | 0.02%             | 2027-08-20      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3300930.18    | 0.00%             | 2028-03-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       8570000 | PA      | $10683417.62   | 0.01%             | 2031-08-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     100050000 | PA      | $73218804.95   | 0.06%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5747643.95    | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1326316.96    | 0.00%             | 2028-05-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                         | GAIF BOND ISSUER               | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |       2200000 | PA      | $1350613.12    | 0.00%             | 2027-11-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2668348.10    | 0.00%             | 2029-01-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      21862000 | PA      | $25288824.64   | 0.02%             | 2028-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      15981000 | PA      | $16608768.16   | 0.01%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAX5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      27070000 | PA      | $20565844.41   | 0.02%             | 2032-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |        613000 | PA      | $388804.73     | 0.00%             | 2027-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5707050000 | PA      | $29640185.65   | 0.02%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| E-L Financial Corp Ltd                                                           | E-L FINANCIAL                  | CUSIP: 26857QAA9<br>LEI: 5493008YS2NMV2UCI287 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $622396.71     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      91450000 | PA      | $21657937.66   | 0.02%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3337141.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       6367000 | PA      | $7193960.08    | 0.01%             | 2026-09-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     230367000 | PA      | $246908487.86  | 0.19%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Givaudan Finance Europe BV                                                       | GIVAUDAN FIN EUR               | CUSIP: N/A<br>LEI: 213800MGRS1DZVKTKA03       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4117406.36    | 0.00%             | 2032-04-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GE Capital Canada Funding Co                                                     | GEN ELEC CAP CAN               | CUSIP: 36158ZBK1<br>LEI: 0J5QMY71ANJ6F7HPJJ52 | Long             | DBT              | CORP              | CA        |        735000 | PA      | $538638.35     | 0.00%             | 2037-10-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4000000000 | PA      | $26813171.07   | 0.02%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       6100000 | PA      | $7721748.88    | 0.01%             | 2027-12-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     119407000 | PA      | $138495746.88  | 0.11%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3035778.21    | 0.00%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       4700000 | PA      | $5004691.30    | 0.00%             | 2173-09-01      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1001256.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Plenary Health Bridgepoint LP                                                    | PLENARY HEALTH B               | CUSIP: 72909AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        815779 | PA      | $718807.59     | 0.00%             | 2042-08-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       8500000 | PA      | $9372162.63    | 0.01%             | 2028-03-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                    | ZURICH FINANCE                 | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |       7369000 | PA      | $6371300.07    | 0.01%             | 2039-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      68567000 | PA      | $47259621.19   | 0.04%             | 2040-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                 | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       1387000 | PA      | $1970108.55    | 0.00%             | 2031-11-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Logicor 2019-1 UK PLC                                                            | LOGICOR                        | CUSIP: N/A<br>LEI: 635400V9BO1NJKELQ692       | Long             | DBT              | CORP              | GB        |       3486000 | PA      | $4453383.63    | 0.00%             | 2031-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Societe Fonciere Lyonnaise SA                                                    | SOCIETE FONCIERE               | CUSIP: N/A<br>LEI: 969500B0S40FTUVKD182       | Long             | DBT              | CORP              | FR        |       1900000 | PA      | $2015485.73    | 0.00%             | 2028-04-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2201787.18    | 0.00%             | 2030-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607PBA1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       9700000 | PA      | $7252115.71    | 0.01%             | 2034-06-12      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      51821000 | PA      | $66834308.00   | 0.05%             | 2026-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      13302000 | PA      | $14767744.23   | 0.01%             | 2026-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13800000000 | PA      | $76470135.54   | 0.06%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Utmost Group PLC                                                                 | UTMOST GRP                     | CUSIP: N/A<br>LEI: 2138004N53RFLL6JDQ41       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2293928.75    | 0.00%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: ZS6668397<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $2687671.84    | 0.00%             | 2049-05-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |       2096000 | PA      | $2667778.69    | 0.00%             | 2026-09-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HC34<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      11897000 | PA      | $8510379.06    | 0.01%             | 2027-01-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  910000000000 | PA      | $53029625.06   | 0.04%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $6921442.62    | 0.01%             | 2033-10-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       4796000 | PA      | $5292974.67    | 0.00%             | 2027-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2949799.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     182046000 | PA      | $222531126.97  | 0.18%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| City of Greater Sudbury Canada                                                   | GREATER SUDBURY                | CUSIP: 392362AC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |        827000 | PA      | $406334.80     | 0.00%             | 2050-03-12      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                 | PACIFIC NTNL FIN               | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $2931301.00    | 0.00%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-75617171.73  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-102665.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BM1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       3496000 | PA      | $3936151.63    | 0.00%             | 2027-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |       3700000 | PA      | $3553422.44    | 0.00%             | 2038-03-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AHP4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       4800000 | PA      | $3674372.84    | 0.00%             | 2028-06-14      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PostNL NV                                                                        | POSTNL                         | CUSIP: N/A<br>LEI: 724500Q41FHN0P1GPC53       | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $2705109.04    | 0.00%             | 2026-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCA3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $981681.15     | 0.00%             | 2028-05-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |       3900000 | PA      | $3592811.42    | 0.00%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       5092000 | PA      | $4796802.91    | 0.00%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAM0<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $684198.97     | 0.00%             | 2030-12-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1802169.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $4094824.17    | 0.00%             | 2035-07-31      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1550000000 | PA      | $51642979.34   | 0.04%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866A98<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       5300000 | PA      | $3951741.28    | 0.00%             | 2034-08-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HA8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       8800000 | PA      | $6613700.45    | 0.01%             | 2032-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BX1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       4050000 | PA      | $3142926.62    | 0.00%             | 2034-01-29      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       3700000 | PA      | $4466317.47    | 0.00%             | 2029-10-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AQ2<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |        858000 | PA      | $604355.51     | 0.00%             | 2028-03-31      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     125012000 | PA      | $93880511.74   | 0.07%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     170458000 | PA      | $91569079.20   | 0.07%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  509661000000 | PA      | $33555472.33   | 0.03%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAM1<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      17420000 | PA      | $12880101.10   | 0.01%             | 2029-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153AC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       5482000 | PA      | $3683289.24    | 0.00%             | 2048-12-01      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: BG0704620<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      15000000 | PA      | $15101671.07   | 0.01%             | 2030-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       1419000 | PA      | $905553.96     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chancellor Masters & Scholars of The University of Cambridge/The                 | UNI OF CAMBRIDGE               | CUSIP: N/A<br>LEI: 549300BHKNQHVK7MQW57       | Long             | DBT              | CORP              | GB        |        406000 | PA      | $396553.62     | 0.00%             | 2052-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1662000 | PA      | $1113971.72    | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       3429000 | PA      | $2109996.08    | 0.00%             | 2047-11-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1386610.44    | 0.00%             | 2026-10-19      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: LW1558276<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5505333.46    | 0.00%             | 2028-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23861524.88   | 0.02%             | 2030-03-02      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      86557000 | PA      | $98275258.06   | 0.08%             | 2030-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2400000000 | PA      | $16533210.24   | 0.01%             | 2027-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Tikehau Capital SCA                                                              | TIKEHAU CAPITAL                | CUSIP: N/A<br>LEI: 969500BY8TEU16U3SJ94       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3787563.34    | 0.00%             | 2030-03-14      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1092700000 | PA      | $7923113.59    | 0.01%             | 2027-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      16500000 | PA      | $16441157.48   | 0.01%             | 2032-02-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      18440000 | PA      | $15120198.56   | 0.01%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4765026.73    | 0.00%             | 2053-04-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       5581000 | PA      | $5953363.82    | 0.00%             | 2031-02-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       9100000 | PA      | $10629004.41   | 0.01%             | 2033-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LGL1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $3020860.87    | 0.00%             | 2033-01-20      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| OPB Finance Trust                                                                | OPB FINANCE TR                 | CUSIP: 67103MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2442000 | PA      | $1777660.68    | 0.00%             | 2027-01-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                                 | WPP FINANCE 2013               | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |       1393000 | PA      | $1121761.95    | 0.00%             | 2046-09-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       8900000 | PA      | $8014074.29    | 0.01%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE                 | CUSIP: 45833VAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       2240000 | PA      | $1716889.00    | 0.00%             | 2032-05-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                            | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |       1860000 | PA      | $2067340.30    | 0.00%             | 2027-06-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      21000000 | PA      | $17153531.60   | 0.01%             | 2035-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      55300000 | PA      | $40293864.04   | 0.03%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hammerson Ireland Finance DAC                                                    | HAMMERSON IRLND                | CUSIP: N/A<br>LEI: 63540093EUHUMTGSHN61       | Long             | DBT              | CORP              | IE        |       2686000 | PA      | $2977429.19    | 0.00%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5100000 | PA      | $5216918.30    | 0.00%             | 2031-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       8000000 | PA      | $9307181.71    | 0.01%             | 2029-04-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2153051.22    | 0.00%             | 2039-04-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sagax Euro Mtn NL BV                                                             | SAGAX EURO MTN                 | CUSIP: N/A<br>LEI: 549300M3FFATWSV78G84       | Long             | DBT              | CORP              | NL        |       5786000 | PA      | $6134595.86    | 0.00%             | 2028-01-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |        700000 | PA      | $731076.54     | 0.00%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |       1750000 | PA      | $1340041.64    | 0.00%             | 2031-07-04      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Vattenfall AB                                                                    | VATTENFALL AB                  | CUSIP: N/A<br>LEI: 549300T5RZ1HA5HZ3109       | Long             | DBT              | CORP              | SE        |       6457000 | PA      | $9325941.73    | 0.01%             | 2039-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      15000000 | PA      | $8167369.03    | 0.01%             | 2031-03-10      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $6347750.27    | 0.01%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      18000000 | PA      | $21372914.22   | 0.02%             | 2033-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      12373000 | PA      | $10921749.59   | 0.01%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |      59000000 | PA      | $6076857.16    | 0.00%             | 2026-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WU44<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       4500000 | PA      | $3404771.62    | 0.00%             | 2034-05-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co V LLC                                                       | KKR GR FIN CO                  | CUSIP: N/A<br>LEI: 549300CDHTQI6RR8MR96       | Long             | DBT              | CORP              | US        |       4368000 | PA      | $4666561.07    | 0.00%             | 2029-05-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3246553.70    | 0.00%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $2948194.46    | 0.00%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       2692000 | PA      | $2009378.24    | 0.00%             | 2029-06-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Flagship Finance PLC                                                             | FLAGSHIP FINANCE               | CUSIP: N/A<br>LEI: 213800H48GBZ7A3H5423       | Long             | DBT              | CORP              | GB        |       1254000 | PA      | $687338.58     | 0.00%             | 2061-07-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11445187.59   | 0.01%             | 2031-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Affordable Housing Finance PLC                                                   | AFFORDABLE HSG                 | CUSIP: N/A<br>LEI: 213800CUPSEPGZJDL997       | Long             | DBT              | CORP              | GB        |       2457000 | PA      | $2707931.58    | 0.00%             | 2044-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       8000000 | PA      | $4706660.28    | 0.00%             | 2027-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3594226.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     112695000 | PA      | $108261126.62  | 0.09%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      14481000 | PA      | $16084640.55   | 0.01%             | 2027-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      16000000 | PA      | $18368333.66   | 0.01%             | 2032-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      11476000 | PA      | $7239502.11    | 0.01%             | 2029-05-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      78368090 | PA      | $46003567.15   | 0.04%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      37078935 | PA      | $52321001.79   | 0.04%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-276146.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       2194000 | PA      | $1949642.11    | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |    1000000000 | PA      | $6538581.62    | 0.01%             | 2031-10-14      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: AR6504922<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4260938.52    | 0.00%             | 2030-03-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      11000000 | PA      | $12966202.54   | 0.01%             | 2030-01-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | EMIRATES NBD                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |       1530000 | PA      | $984600.41     | 0.00%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: ZP3184121<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3710583.91    | 0.00%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       1900000 | PA      | $2597623.47    | 0.00%             | 2034-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3313388.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7007950000 | PA      | $48168535.09   | 0.04%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      12000000 | PA      | $13998450.26   | 0.01%             | 2033-06-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AB0<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |       2557000 | PA      | $1958311.82    | 0.00%             | 2041-05-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       6276000 | PA      | $5369398.41    | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: AZ0174443<br>LEI: 3538001KIDW45H6JDO83 | Long             | DBT              | CORP              | JP        |     630000000 | PA      | $4239032.86    | 0.00%             | 2029-07-31      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Covivio Hotels SACA                                                              | COVIVIO HOTELS                 | CUSIP: N/A<br>LEI: 969500N2QX5LGFFZ0I67       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $5597902.55    | 0.00%             | 2029-07-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CB6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       1899000 | PA      | $2032386.01    | 0.00%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12359200000 | PA      | $87382068.05   | 0.07%             | 2029-12-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $2072539.24    | 0.00%             | 2027-11-04      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     262666000 | PA      | $300418913.01  | 0.24%             | 2026-05-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-63407826.34  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Roche Kapitalmarkt AG                                                            | ROCHE KAPITALMKT               | CUSIP: N/A<br>LEI: 5067003218E18XWZY127       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6607256.32    | 0.01%             | 2032-09-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       7500000 | PA      | $8593461.87    | 0.01%             | 2032-11-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: AW5685606<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       1004000 | PA      | $1102231.24    | 0.00%             | 2029-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5500950000 | PA      | $28173582.11   | 0.02%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      19000000 | PA      | $21652303.82   | 0.02%             | 2028-10-17      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: ZR4572056<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      17500000 | PA      | $17840730.28   | 0.01%             | 2029-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20250507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1806822.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      50000000 | PA      | $56483122.23   | 0.04%             | 2026-06-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $18841628.51   | 0.01%             | 2026-12-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SP Manweb PLC                                                                    | SP MANWEB                      | CUSIP: N/A<br>LEI: 2138009ZFBGRSP57KS35       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $133932.45     | 0.00%             | 2027-09-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHZ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      16690000 | PA      | $11441262.56   | 0.01%             | 2031-12-15      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                            | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      10729000 | PA      | $11769027.33   | 0.01%             | 2027-01-18      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $3293523.01    | 0.00%             | 2030-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                        | SEVEN & I HOLDIN               | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1363873.69    | 0.00%             | 2027-12-20      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZAM8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       1800000 | PA      | $1470786.32    | 0.00%             | 2036-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       2341000 | PA      | $1517591.88    | 0.00%             | 2046-06-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Holding d'Infrastructures de Transport SASU                                      | HOLDING D'INFRA                | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3193005.10    | 0.00%             | 2029-09-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Juturna European Loan Conduit No 16 PLC                                          | JUTURNA EURO                   | CUSIP: N/A<br>LEI: 2138002G6EP1VAWYE654       | Long             | DBT              | CORP              | GB        |       1651318 | PA      | $2232669.39    | 0.00%             | 2033-08-10      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $5288366.75    | 0.00%             | 2040-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      69424000 | PA      | $72291831.91   | 0.06%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5925413.12    | 0.00%             | 2034-04-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1128620.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                         | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |       4062000 | PA      | $4189362.78    | 0.00%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CQ2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       2700000 | PA      | $1919032.15    | 0.00%             | 2029-12-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBC2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1211000 | PA      | $826072.77     | 0.00%             | 2043-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZAW3<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       2180000 | PA      | $1514302.86    | 0.00%             | 2028-05-30      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |       3610000 | PA      | $3561960.81    | 0.00%             | 2030-08-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                         | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |       8800000 | PA      | $10270256.53   | 0.01%             | 2028-04-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                        | SAMPO OYJ                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |       6836000 | PA      | $7638870.23    | 0.01%             | 2049-05-23      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      31986000 | PA      | $31022856.98   | 0.02%             | 2032-01-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |       2900000 | PA      | $3119558.96    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BD6<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     870000000 | PA      | $5908869.87    | 0.00%             | 2027-08-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     530092479 | PA      | $463469964.25  | 0.37%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $8644975.16    | 0.01%             | 2033-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: ZS5393112<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       3680000 | PA      | $4413103.62    | 0.00%             | 2029-05-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1376000 | PA      | $1540649.60    | 0.00%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27092050.24  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |       3003000 | PA      | $2129341.78    | 0.00%             | 2027-04-21      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       4000000 | PA      | $5603461.82    | 0.00%             | 2033-06-06      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                         | NAT GRD ELCT EM                | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |       5900000 | PA      | $6923950.90    | 0.01%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   90000000000 | PA      | $63752625.40   | 0.05%             | 2026-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |       3072000 | PA      | $3738699.94    | 0.00%             | 2029-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAT9<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $5567974.97    | 0.00%             | 2044-06-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: EK7876270<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       7900000 | PA      | $7386292.24    | 0.01%             | 2035-03-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAF3<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       3388000 | PA      | $2769565.89    | 0.00%             | 2039-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBX4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1265848.98    | 0.00%             | 2052-11-09      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $806568.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: EK7979033<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |        440000 | PA      | $343022.34     | 0.00%             | 2045-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      20000000 | PA      | $22936738.23   | 0.02%             | 2034-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCK4<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      16700000 | PA      | $12470221.67   | 0.01%             | 2029-11-30      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |       1876000 | PA      | $2061835.42    | 0.00%             | 2028-03-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      10931000 | PA      | $10572615.65   | 0.01%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS NV                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |       3775000 | PA      | $4126877.29    | 0.00%             | 2028-05-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5758940.17    | 0.00%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4876000 | PA      | $5196848.16    | 0.00%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |       4200000 | PA      | $4679870.04    | 0.00%             | 2173-12-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Energir LP                                                                       | ENERGIR LP                     | CUSIP: 29280XAA5<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |       2684000 | PA      | $1860568.42    | 0.00%             | 2032-02-09      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |    1054500000 | PA      | $110177144.96  | 0.09%             | 2029-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1530381.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2629190.66    | 0.00%             | 2032-01-23      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       2100000 | PA      | $2269814.88    | 0.00%             | 2032-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16895350000 | PA      | $94581759.81   | 0.07%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                             | BALDER                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |       1257000 | PA      | $1349130.36    | 0.00%             | 2028-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       6200000 | PA      | $7344897.46    | 0.01%             | 2032-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |        801000 | PA      | $890163.79     | 0.00%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     272500000 | PA      | $1866284.04    | 0.00%             | 2028-08-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      20000000 | PA      | $12369136.24   | 0.01%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     146677112 | PA      | $166733613.43  | 0.13%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      12000000 | PA      | $7765454.87    | 0.01%             | 2036-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-57254564.88  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BCI QuadReal Realty                                                              | BCI QUADREAL REA               | CUSIP: 05554PAA1<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |      23686000 | PA      | $15691840.98   | 0.01%             | 2030-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |       7500000 | PA      | $8685125.90    | 0.01%             | 2031-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     133000000 | PA      | $19880703.68   | 0.02%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBF2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2695000 | PA      | $1853323.51    | 0.00%             | 2042-04-25      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                                | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900LKF4CC6BHG3L37       | Long             | DBT              | NUSS              | DE        |      15000000 | PA      | $16309351.45   | 0.01%             | 2029-05-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       4272000 | PA      | $4541527.88    | 0.00%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3578669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5307000 | PA      | $3634659.44    | 0.00%             | 2035-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |        350000 | PA      | $210778.33     | 0.00%             | 2028-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJT1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      40360000 | PA      | $30447167.11   | 0.02%             | 2029-06-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       4515000 | PA      | $4939928.51    | 0.00%             | 2028-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: BH5287462<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      14599000 | PA      | $15997628.22   | 0.01%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BH5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       1776000 | PA      | $1245533.69    | 0.00%             | 2028-11-08      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       5250000 | PA      | $6517562.44    | 0.01%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      43885000 | PA      | $51969751.15   | 0.04%             | 2030-02-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   20673470000 | PA      | $55207386.39   | 0.04%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086TM6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       5570000 | PA      | $3990461.37    | 0.00%             | 2026-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |       2500000 | PA      | $2675675.38    | 0.00%             | 2028-01-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Danmarks Skibskredit A/S                                                         | DANMARK SKIBSKRD               | CUSIP: N/A<br>LEI: 549300T70JXFWEXCK295       | Long             | DBT              | CORP              | DK        |        700000 | PA      | $737402.02     | 0.00%             | 2028-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $5977957.20    | 0.00%             | 2028-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       7000000 | PA      | $5542014.59    | 0.00%             | 2037-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAD6<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       3845000 | PA      | $2671035.26    | 0.00%             | 2032-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                                                   | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |       5947000 | PA      | $6722892.61    | 0.01%             | 2027-05-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAW2<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       1312000 | PA      | $1066833.11    | 0.00%             | 2049-06-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Inc                                                        | COGECO COMMUNICA               | CUSIP: 19239CAA4<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |       2104000 | PA      | $1422167.41    | 0.00%             | 2031-09-22      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       4958000 | PA      | $5517172.91    | 0.00%             | 2027-01-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Canada Ltd                                                | CNH INDUSTRIAL                 | CUSIP: 12658MAB7<br>LEI: 549300H27PZRX3M53H19 | Long             | DBT              | CORP              | CA        |       2700000 | PA      | $2013019.80    | 0.00%             | 2026-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1462800000 | PA      | $10852337.03   | 0.01%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Just Group PLC                                                                   | JUST GROUP PLC                 | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | DBT              | CORP              | GB        |       1900000 | PA      | $2484693.20    | 0.00%             | 2035-03-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | L-BANK FOERDERBK               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | CORP              | DE        |      12000000 | PA      | $12069232.57   | 0.01%             | 2032-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $7980750.49    | 0.01%             | 2030-09-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9003150000 | PA      | $66426459.76   | 0.05%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $14680315.25   | 0.01%             | 2037-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |       1800000 | PA      | $1869587.79    | 0.00%             | 2032-06-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     571174000 | PA      | $87169240.20   | 0.07%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EU7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       8000000 | PA      | $6090514.43    | 0.00%             | 2029-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |       9264000 | PA      | $10617270.93   | 0.01%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |      13000000 | PA      | $15270910.66   | 0.01%             | 2027-11-29      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $22967914.27   | 0.02%             | 2034-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBV8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       1603000 | PA      | $958324.35     | 0.00%             | 2051-09-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAN2<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       8500000 | PA      | $6521845.42    | 0.01%             | 2031-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       2440000 | PA      | $1549982.78    | 0.00%             | 2027-11-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      11000000 | PA      | $12736801.44   | 0.01%             | 2034-02-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2778299.46    | 0.00%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |       4750000 | PA      | $3394572.55    | 0.00%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCL0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $953442.91     | 0.00%             | 2052-05-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       6000000 | PA      | $6929352.95    | 0.01%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-OAT Future   Jun25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           745 | NC      | $482277.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      12415000 | PA      | $12984138.80   | 0.01%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: N/A<br>LEI: E0KSF7PFQ210NWI8Z391       | Long             | DBT              | CORP              | US        |      13000000 | PA      | $15002212.57   | 0.01%             | 2032-07-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       8000000 | PA      | $9286342.69    | 0.01%             | 2034-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       7250000 | PA      | $7126016.51    | 0.01%             | 2031-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: N/A<br>LEI: 549300AP2Q7ERHX6RI89       | Long             | DBT              | CORP              | US        |       2786000 | PA      | $3074030.81    | 0.00%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       1951000 | PA      | $2153948.83    | 0.00%             | 2026-10-07      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      43611000 | PA      | $59545588.08   | 0.05%             | 2031-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      45482000 | PA      | $50759505.95   | 0.04%             | 2026-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       7412000 | PA      | $7572550.56    | 0.01%             | 2029-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  710151000000 | PA      | $45328108.39   | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      11300000 | PA      | $11484019.97   | 0.01%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-185                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     160109000 | PA      | $175562484.33  | 0.14%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Canada Ltd                                                | CNH INDUSTRIAL                 | CUSIP: 12658MAD3<br>LEI: 549300H27PZRX3M53H19 | Long             | DBT              | CORP              | CA        |       1326000 | PA      | $975105.25     | 0.00%             | 2028-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                         | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |      15600000 | PA      | $11177942.04   | 0.01%             | 2041-07-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16190000000 | PA      | $97056207.86   | 0.08%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     555590000 | PA      | $26237833.03   | 0.02%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |        400000 | PA      | $448423.51     | 0.00%             | 2028-10-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                     | FORD CRED CANADA               | CUSIP: 34527ACY4<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       8000000 | PA      | $5776033.08    | 0.00%             | 2028-05-23      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1638181.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCQ1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       6500000 | PA      | $4879043.99    | 0.00%             | 2054-11-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     113287000 | PA      | $126358391.33  | 0.10%             | 2032-10-31      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |      14819000 | PA      | $15214290.17   | 0.01%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAH9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $491961.89     | 0.00%             | 2053-07-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      15000000 | PA      | $18012319.75   | 0.01%             | 2031-11-13      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |       1464000 | PA      | $1544142.20    | 0.00%             | 2031-03-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       2574000 | PA      | $2739149.61    | 0.00%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |        100000 | PA      | $137475.04     | 0.00%             | 2028-12-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   18117300000 | PA      | $73712448.71   | 0.06%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       4500000 | PA      | $4976334.87    | 0.00%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     125000000 | PA      | $18202117.16   | 0.01%             | 2029-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |       9080000 | PA      | $11142557.05   | 0.01%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3516048.75    | 0.00%             | 2034-07-31      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $114117.13     | 0.00%             | 2028-02-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJP8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       6906000 | PA      | $7085678.40    | 0.01%             | 2030-03-04      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13128679.36   | 0.01%             | 2029-03-02      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| NorteGas Energia Distribucion SA                                                 | NORTEGAS ENERGIA               | CUSIP: N/A<br>LEI: 959800K24LB8NMVR7K61       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $2883952.38    | 0.00%             | 2031-01-22      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| Danfoss Finance I BV                                                             | DANFOSS FIN I BV               | CUSIP: N/A<br>LEI: 549300LGLOQFR0NQEZ82       | Long             | DBT              | CORP              | NL        |       2200000 | PA      | $2285038.78    | 0.00%             | 2028-10-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | VAR ENERGI ASA                 | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |       5000000 | PA      | $6069336.68    | 0.00%             | 2029-05-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       6900000 | PA      | $7756701.40    | 0.01%             | 2026-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      19798000 | PA      | $19151157.99   | 0.02%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJN4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      15800000 | PA      | $11902856.54   | 0.01%             | 2028-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       5552000 | PA      | $5455637.88    | 0.00%             | 2032-05-12      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5788837.23    | 0.00%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $226630.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                                        | ALSTOM S                       | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |       7100000 | PA      | $7801820.03    | 0.01%             | 2026-10-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Assura Financing PLC                                                             | ASSURA FIN                     | CUSIP: N/A<br>LEI: 549300YH2O3CNDZSO632       | Long             | DBT              | CORP              | GB        |       1100000 | PA      | $1123569.29    | 0.00%             | 2033-06-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      15920000 | PA      | $17426707.17   | 0.01%             | 2027-10-29      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                    | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5820367.86    | 0.00%             | 2033-05-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PSA Tresorerie GIE                                                               | PSA TRESORERIE                 | CUSIP: N/A<br>LEI: 9695004TMMZ3JBKJO332       | Long             | DBT              | CORP              | FR        |       3926000 | PA      | $4867246.60    | 0.00%             | 2033-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Xunta de Galicia                                                                 | XUNTA DE GALICIA               | CUSIP: N/A<br>LEI: 9598006NADCDHBCA0B85       | Long             | DBT              | NUSS              | ES        |       6300000 | PA      | $7471139.87    | 0.01%             | 2029-07-30      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      19000000 | PA      | $20487853.24   | 0.02%             | 2027-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Groupe VYV                                                                       | GROUPE VYV                     | CUSIP: N/A<br>LEI: 969500E0I6R1LLI4UF62       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2108208.97    | 0.00%             | 2029-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10136020.61  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       1481000 | PA      | $947646.79     | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                       | SAPUTO INC                     | CUSIP: 80310ZAM1<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       3820000 | PA      | $2982261.20    | 0.00%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAS5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2648084.61    | 0.00%             | 2034-02-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $11465812.95   | 0.01%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5903466.98    | 0.00%             | 2030-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      99044000 | PA      | $115135145.50  | 0.09%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | SCENTRE GRP TRST               | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |       2259000 | PA      | $2978036.04    | 0.00%             | 2026-07-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                             | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |       2281000 | PA      | $2266048.90    | 0.00%             | 2045-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $2074724.09    | 0.00%             | 2028-02-21      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 592179KG9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      20930000 | PA      | $15540796.76   | 0.01%             | 2026-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       4900000 | PA      | $5350086.32    | 0.00%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      10600000 | PA      | $11022135.60   | 0.01%             | 2029-06-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       3200000 | PA      | $2529539.92    | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5318047.21    | 0.00%             | 2029-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BX5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      11098000 | PA      | $8574203.84    | 0.01%             | 2049-11-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CT7<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1048000 | PA      | $638784.20     | 0.00%             | 2049-02-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-205018.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      14084000 | PA      | $15739491.33   | 0.01%             | 2027-02-16      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |       6935000 | PA      | $6258420.15    | 0.00%             | 2035-07-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      10500000 | PA      | $12061095.42   | 0.01%             | 2043-02-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                         | BERTELSMANN SE                 | CUSIP: BH3422368<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4435133.77    | 0.00%             | 2028-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   19537250000 | PA      | $107871500.23  | 0.09%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2798800000 | PA      | $20766146.62   | 0.02%             | 2029-12-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |       7550000 | PA      | $7107370.03    | 0.01%             | 2038-03-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     100000000 | PA      | $115262906.28  | 0.09%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  139000000000 | PA      | $88545835.74   | 0.07%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| White City Property Finance PLC                                                  | WHITE CITY                     | CUSIP: ED8574979<br>LEI: 5493009BGIJJLWNPOJ21 | Long             | DBT              | CORP              | GB        |       2195421 | PA      | $2970674.69    | 0.00%             | 2035-04-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |       1745000 | PA      | $2234531.75    | 0.00%             | 2029-07-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-207030.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GL5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       8071000 | PA      | $4658591.62    | 0.00%             | 2048-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                              | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |       1464000 | PA      | $2012575.44    | 0.00%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AP6<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       3700000 | PA      | $2842402.21    | 0.00%             | 2032-09-13      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      58000000 | PA      | $5387852.34    | 0.00%             | 2026-06-18      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      27000000 | PA      | $27332902.40   | 0.02%             | 2029-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3260401.78    | 0.00%             | 2044-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $614646.69     | 0.00%             | 2029-06-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $9961708.37    | 0.01%             | 2039-01-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: EK2459296<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       4300000 | PA      | $4898498.25    | 0.00%             | 2029-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      78774000 | PA      | $86967851.01   | 0.07%             | 2027-10-15      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Nestle SA                                                                        | NESTLE SA                      | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6385528.56    | 0.01%             | 2029-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7896924.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                            | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $12079628.04   | 0.01%             | 2028-01-25      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | N/A       |        488000 | PA      | $685964.28     | 0.00%             | 2028-12-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |       3234000 | PA      | $4235825.15    | 0.00%             | 2040-07-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $93533.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |      90000000 | PA      | $12940843.34   | 0.01%             | 2028-01-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      63945000 | PA      | $36835427.73   | 0.03%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28040119.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      49043000 | PA      | $53573730.95   | 0.04%             | 2028-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     134320000 | PA      | $19499085.04   | 0.02%             | 2030-12-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      25620000 | PA      | $21456531.23   | 0.02%             | 2036-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| University of Toronto                                                            | UNIV OF TORONTO                | CUSIP: 383660AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |         34000 | PA      | $28066.80      | 0.00%             | 2043-12-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      18257000 | PA      | $14437770.94   | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7600000000 | PA      | $52538229.12   | 0.04%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                             | JYSKE REALKREDIT               | CUSIP: N/A<br>LEI: 529900R9HQNZRT2OXB26       | Long             | DBT              | CORP              | DK        |      10810000 | PA      | $11991631.21   | 0.01%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HLDG                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3394920.27    | 0.00%             | 2033-09-14      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                       | NAV CANADA                     | CUSIP: 628957AG7<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |       2106000 | PA      | $1436339.05    | 0.00%             | 2030-05-29      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: N/A<br>LEI: 5493002CONDB4N2HKI23       | Long             | DBT              | CORP              | US        |       9860000 | PA      | $11097254.75   | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      68377000 | PA      | $57434010.70   | 0.05%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1076600000 | PA      | $8334012.71    | 0.01%             | 2036-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |       7595000 | PA      | $8557239.48    | 0.01%             | 2027-02-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $2980165.65    | 0.00%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     305800000 | PA      | $2101489.98    | 0.00%             | 2028-01-31      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                      | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |     420800000 | PA      | $42293027.42   | 0.03%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250605           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $419703.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      23716000 | PA      | $14508601.04   | 0.01%             | 2046-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     586000000 | PA      | $4054625.72    | 0.00%             | 2027-05-25      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| BUPA Finance PLC                                                                 | BUPA FINANCE                   | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |       2501000 | PA      | $3321247.78    | 0.00%             | 2026-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     160000000 | PA      | $1172858.75    | 0.00%             | 2028-09-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       4078000 | PA      | $2280679.33    | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $1313607.78    | 0.00%             | 2032-03-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      15500000 | PA      | $11192983.04   | 0.01%             | 2033-07-21      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-820035.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6832780.39    | 0.01%             | 2031-09-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2560800000 | PA      | $19166477.57   | 0.02%             | 2033-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: AP0967186<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2187282.85    | 0.00%             | 2029-09-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      10000000 | PA      | $11570212.38   | 0.01%             | 2033-08-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                  | LONDON STOCK EX                | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3478843.51    | 0.00%             | 2030-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       2140000 | PA      | $1311428.82    | 0.00%             | 2057-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     126375000 | PA      | $148325088.06  | 0.12%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1433669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BV3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5489555.12    | 0.00%             | 2029-07-24      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      50509000 | PA      | $23204921.96   | 0.02%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |        600000 | PA      | $663136.46     | 0.00%             | 2027-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       3744000 | PA      | $3749670.32    | 0.00%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     197155000 | PA      | $20539395.97   | 0.02%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     114264000 | PA      | $132125955.94  | 0.10%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $4864740.48    | 0.00%             | 2032-01-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | TALANX AG                      | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |       1500000 | PA      | $1783707.85    | 0.00%             | 2029-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |       8400000 | PA      | $9318335.25    | 0.01%             | 2026-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      14000000 | PA      | $13841056.77   | 0.01%             | 2032-05-24      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       5800000 | PA      | $5550047.07    | 0.00%             | 2032-01-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |        720000 | PA      | $598043.17     | 0.00%             | 2037-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       5600000 | PA      | $6046644.80    | 0.00%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      64678000 | PA      | $35812192.67   | 0.03%             | 2031-08-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND Jun25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           214 | NC      | $215538.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     100000000 | PA      | $98086252.97   | 0.08%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Fonterra Co-operative Group Ltd                                                  | FONTERRA CO-OP                 | CUSIP: N/A<br>LEI: 549300NCQQ9E4O5JX172       | Long             | DBT              | CORP              | NZ        |        200000 | PA      | $127138.14     | 0.00%             | 2027-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |       4932000 | PA      | $4206427.01    | 0.00%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                     | ALLIANDER                      | CUSIP: N/A<br>LEI: 724500XBZ9QOPTI11U82       | Long             | DBT              | CORP              | NL        |       3684000 | PA      | $3699960.00    | 0.00%             | 2030-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: EK8055080<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $2691492.52    | 0.00%             | 2030-03-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                                  | SANDOZ GROUP                   | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | DBT              | CORP              | CH        |       3700000 | PA      | $4579825.35    | 0.00%             | 2026-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bromford Housing Group Ltd                                                       | BROMFORD HOUSING               | CUSIP: N/A<br>LEI: 213800GKFIZBLASN3454       | Long             | DBT              | CORP              | GB        |        957000 | PA      | $834406.77     | 0.00%             | 2048-05-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                           | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |       1455000 | PA      | $1405767.33    | 0.00%             | 2031-10-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      16000000 | PA      | $22202721.27   | 0.02%             | 2038-10-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |       2750000 | PA      | $2351949.10    | 0.00%             | 2035-07-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Programa Cedulas TDA Fondo de Titulizacion de Activos                            | PROGRAMA CEDULAS               | CUSIP: N/A<br>LEI: 959800B2SA7684UFA098       | Long             | DBT              | CORP              | ES        |      17700000 | PA      | $21839406.14   | 0.02%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     202597000 | PA      | $173566127.29  | 0.14%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: LW0018397<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2733281.96    | 0.00%             | 2028-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2828000 | PA      | $1856291.73    | 0.00%             | 2044-07-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BV2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       9838000 | PA      | $7142601.37    | 0.01%             | 2032-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1101460.81    | 0.00%             | 2026-06-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       3768000 | PA      | $3741546.75    | 0.00%             | 2034-01-19      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: BH6216197<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $10690831.50   | 0.01%             | 2030-04-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10608850000 | PA      | $73435731.46   | 0.06%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SATO Oyj                                                                         | SATO-OYJ                       | CUSIP: N/A<br>LEI: 7437009ELUGUOA45V564       | Long             | DBT              | CORP              | FI        |       1700000 | PA      | $1836984.26    | 0.00%             | 2028-02-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1097210.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    1200000000 | PA      | $8256527.91    | 0.01%             | 2028-08-17      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Martlet Homes Ltd                                                                | MARTLET HOM                    | CUSIP: N/A<br>LEI: 2138001TCZGXYSUJLZ52       | Long             | DBT              | CORP              | GB        |       2635000 | PA      | $2049146.58    | 0.00%             | 2052-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  190454410000 | PA      | $117755650.53  | 0.09%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       5255000 | PA      | $5113055.37    | 0.00%             | 2030-11-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCL2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       7100000 | PA      | $5287708.78    | 0.00%             | 2033-01-27      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Energir LP                                                                       | ENERGIR LP                     | CUSIP: 29280XAD9<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |       1600000 | PA      | $1187685.01    | 0.00%             | 2053-06-02      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     215920000 | PA      | $10500954.13   | 0.01%             | 2028-12-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCB2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       4504000 | PA      | $2873300.76    | 0.00%             | 2047-09-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |        733000 | PA      | $818542.20     | 0.00%             | 2027-05-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     135638000 | PA      | $4892602.54    | 0.00%             | 2037-12-12      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |        100000 | PA      | $106423.66     | 0.00%             | 2028-10-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DG4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |        675000 | PA      | $486766.31     | 0.00%             | 2053-05-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6843551.76    | 0.01%             | 2033-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      15000000 | PA      | $17031487.58   | 0.01%             | 2032-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |       9000000 | PA      | $10918614.10   | 0.01%             | 2029-06-02      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250605           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $178206.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      19100000 | PA      | $21189333.31   | 0.02%             | 2027-03-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | PHOENIX GRP                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |       4319000 | PA      | $5589687.02    | 0.00%             | 2031-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       4300000 | PA      | $4584032.78    | 0.00%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      70000000 | PA      | $79526649.74   | 0.06%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4682485.57    | 0.00%             | 2030-09-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBP7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       1290000 | PA      | $778224.08     | 0.00%             | 2050-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       1635000 | PA      | $1217785.87    | 0.00%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                          | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |       2141000 | PA      | $2338605.86    | 0.00%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 56344ZCG2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |        469000 | PA      | $395965.78     | 0.00%             | 2031-03-05      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: AN7859266<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       2439000 | PA      | $2298914.21    | 0.00%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     256271000 | PA      | $340086640.33  | 0.27%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |         25000 | PA      | $26943.75      | 0.00%             | 2030-11-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |       3219000 | PA      | $2838693.13    | 0.00%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |       2293000 | PA      | $2605004.72    | 0.00%             | 2041-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     106558821 | PA      | $102534743.10  | 0.08%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                   | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |      13264000 | PA      | $12281917.73   | 0.01%             | 2033-10-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      10100000 | PA      | $9590375.80    | 0.01%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       2457000 | PA      | $2249638.46    | 0.00%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   45000000000 | PA      | $26178207.88   | 0.02%             | 2039-09-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     200995000 | PA      | $18993032.51   | 0.01%             | 2034-04-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3550653.37    | 0.00%             | 2035-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     173975000 | PA      | $41294877.73   | 0.03%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       4535000 | PA      | $3878962.16    | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                       | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5828951.47    | 0.00%             | 2029-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |       5650000 | PA      | $5243774.06    | 0.00%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |        319000 | PA      | $294030.33     | 0.00%             | 2036-06-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      27319000 | PA      | $29235643.27   | 0.02%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45834ZAP4<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       1825000 | PA      | $1321940.59    | 0.00%             | 2026-12-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      26500000 | PA      | $5113307.59    | 0.00%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: EJ0125355<br>LEI: 506700UV219R323PYU70 | Long             | DBT              | NUSS              | CH        |        790000 | PA      | $1018985.15    | 0.00%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       5255000 | PA      | $3677986.93    | 0.00%             | 2027-09-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     317245000 | PA      | $356052991.96  | 0.28%             | 2034-11-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      10993000 | PA      | $8086494.98    | 0.01%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FV3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       4898000 | PA      | $3570324.37    | 0.00%             | 2026-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      31655000 | PA      | $26482390.78   | 0.02%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       1564000 | PA      | $1668819.79    | 0.00%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       5961000 | PA      | $6195807.88    | 0.00%             | 2034-02-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       4700800 | PA      | $3027701.97    | 0.00%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ElectraNet Pty Ltd                                                               | ELECTRANET PTY                 | CUSIP: N/A<br>LEI: 254900N5QT0J6DLN1Z66       | Long             | DBT              | CORP              | AU        |       1400000 | PA      | $833490.52     | 0.00%             | 2028-12-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      17000000 | PA      | $20034705.56   | 0.02%             | 2033-01-31      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      47884000 | PA      | $49323396.64   | 0.04%             | 2040-03-01      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       4278000 | PA      | $4970550.89    | 0.00%             | 2029-06-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |        600000 | PA      | $700468.80     | 0.00%             | 2026-10-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       5900000 | PA      | $2521774.46    | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       3291000 | PA      | $3597700.90    | 0.00%             | 2031-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                | SYDNEY AIRPORT F               | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      11000000 | PA      | $13109814.68   | 0.01%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |       5400000 | PA      | $37237.07      | 0.00%             | 2027-05-31      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      61471000 | PA      | $38407643.52   | 0.03%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      27200000 | PA      | $28100950.76   | 0.02%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $3238459.82    | 0.00%             | 2038-04-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10005610.27  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Church Commissioners for England                                                 | CHURCH COMMISION               | CUSIP: N/A<br>LEI: 5493003JNKYFJ5I03G97       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $1891381.69    | 0.00%             | 2052-07-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GC4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      10107000 | PA      | $7321372.68    | 0.01%             | 2029-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       1500000 | PA      | $1639438.83    | 0.00%             | 2033-12-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: AX5438913<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5406071.40    | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CT Real Estate Investment Trust                                                  | CT REIT                        | CUSIP: 126462AH3<br>LEI: 549300QXEHJXT6D53X16 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1401805.74    | 0.00%             | 2029-02-05      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: N/A<br>LEI: 549300LMZF40TKJ6DM64       | Long             | DBT              | CORP              | US        |       4259000 | PA      | $4189967.09    | 0.00%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                         | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |       4600000 | PA      | $5089048.82    | 0.00%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      10342000 | PA      | $6639645.77    | 0.01%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      12450000 | PA      | $13430144.02   | 0.01%             | 2030-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                            | MITSUI FUDOSAN                 | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $3939900.13    | 0.00%             | 2033-06-06      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5540890.24    | 0.00%             | 2026-05-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AX6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       2008000 | PA      | $2202146.55    | 0.00%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      18536000 | PA      | $7467973.51    | 0.01%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3439297.80    | 0.00%             | 2028-09-14      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      75000000 | PA      | $86729106.55   | 0.07%             | 2031-05-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                   | WSP GLOBAL INC                 | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7824622.08    | 0.01%             | 2030-11-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                              | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |       5000000 | PA      | $5715504.99    | 0.00%             | 2030-01-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-61492483.51  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Yokohama Japan                                                           | YOKOHAMA CITY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3343107.78    | 0.00%             | 2030-06-12      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3923285.06    | 0.00%             | 2174-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4178631.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      37400000 | PA      | $6506460.41    | 0.01%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CV6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      14100000 | PA      | $16251862.13   | 0.01%             | 2030-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-138442.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-245043.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     387000000 | PA      | $12480308.03   | 0.01%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| University of Western Ontario/The                                                | UNIV OF WESTERN                | CUSIP: 959070AA1<br>LEI: 549300LB21L42P0HSR70 | Long             | DBT              | CORP              | CA        |         47000 | PA      | $34516.02      | 0.00%             | 2047-05-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      18511000 | PA      | $21268507.36   | 0.02%             | 2033-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-26219442.76  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                                                    | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  105750000000 | PA      | $21792357.73   | 0.02%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      88619612 | PA      | $110838701.12  | 0.09%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      13500000 | PA      | $16400678.68   | 0.01%             | 2026-12-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      18000000 | PA      | $22993858.14   | 0.02%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3705000 | PA      | $2638699.60    | 0.00%             | 2026-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29271646.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAL5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2308399.25    | 0.00%             | 2034-06-28      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCB7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       5020000 | PA      | $3931204.75    | 0.00%             | 2030-09-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                                                      | STANTEC INC                    | CUSIP: 85472NAD1<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $772296.97     | 0.00%             | 2030-06-27      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       8292000 | PA      | $11428756.68   | 0.01%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |       3988000 | PA      | $2194737.50    | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Jun25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          8012 | NC      | $4385318.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5885489.20    | 0.00%             | 2034-09-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |      12900000 | PA      | $14682732.54   | 0.01%             | 2034-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11566512.49   | 0.01%             | 2030-09-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5866683.89    | 0.00%             | 2028-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |       7500000 | PA      | $4971689.76    | 0.00%             | 2034-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      14200000 | PA      | $15525220.08   | 0.01%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                             | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |       6808000 | PA      | $7155862.17    | 0.01%             | 2028-10-09      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      27125000 | PA      | $26647428.86   | 0.02%             | 2031-10-26      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Euroclear Holding NV                                                             | EUROCLEAR                      | CUSIP: AR8873333<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |       3000000 | PA      | $3314430.59    | 0.00%             | 2048-04-11      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       2910000 | PA      | $2733074.06    | 0.00%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      16000000 | PA      | $10443305.29   | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     274764000 | PA      | $24417794.47   | 0.02%             | 2029-09-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      35725602 | PA      | $41627688.75   | 0.03%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       9900000 | PA      | $9319771.62    | 0.01%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |       5900000 | PA      | $7198236.74    | 0.01%             | 2029-11-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      10300000 | PA      | $12473345.28   | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      13800000 | PA      | $14469180.30   | 0.01%             | 2030-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Royal Schiphol Group NV                                                          | ROYAL SCHIPHOL                 | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |      17546000 | PA      | $19358046.50   | 0.02%             | 2029-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Group Ltd                                                                   | NORTH HOUSING                  | CUSIP: N/A<br>LEI: 213800SCCZEJE1KGQ163       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $903218.93     | 0.00%             | 2043-03-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5278410.47    | 0.00%             | 2031-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AP4<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |        883000 | PA      | $644779.91     | 0.00%             | 2027-06-21      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6178194.33    | 0.00%             | 2026-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1076690.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7439192.18    | 0.01%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       4913000 | PA      | $5005457.31    | 0.00%             | 2029-11-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1882360000 | PA      | $78899205.07   | 0.06%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      15025000 | PA      | $18049713.54   | 0.01%             | 2028-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       7400000 | PA      | $8153635.10    | 0.01%             | 2028-09-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | DBT              | CORP              | FI        |       1500000 | PA      | $1774186.81    | 0.00%             | 2031-08-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |        474000 | PA      | $655259.53     | 0.00%             | 2028-12-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       9740000 | PA      | $7252927.97    | 0.01%             | 2041-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2437950000 | PA      | $17455304.25   | 0.01%             | 2026-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BC9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       5500000 | PA      | $5512554.82    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      52889000 | PA      | $31971688.09   | 0.03%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |       6747000 | PA      | $5440795.59    | 0.00%             | 2041-10-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Simon Fraser University                                                          | SIMON FRASER UNI               | CUSIP: 82878RAA5<br>LEI: 549300IAI10BUO5D4Y86 | Long             | DBT              | CORP              | CA        |        160000 | PA      | $127582.38     | 0.00%             | 2043-06-10      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5561240.20    | 0.00%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      58250000 | PA      | $43963272.73   | 0.03%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |       4376000 | PA      | $5478491.82    | 0.00%             | 2026-11-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       7122000 | PA      | $5176466.53    | 0.00%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308BC2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      11000000 | PA      | $12631068.09   | 0.01%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      70000000 | PA      | $13222068.76   | 0.01%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |       8210000 | PA      | $11138855.70   | 0.01%             | 2030-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     176040000 | PA      | $34037299.29   | 0.03%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     305977000 | PA      | $335265250.20  | 0.26%             | 2027-02-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lendlease Finance Ltd                                                            | LENDLEASE FIN                  | CUSIP: N/A<br>LEI: 5493002EE2IQRQ3JUP44       | Long             | DBT              | CORP              | AU        |       1020000 | PA      | $563833.43     | 0.00%             | 2031-03-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hyogo Prefecture                                                                 | HYOGO PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     750000000 | PA      | $5257618.55    | 0.00%             | 2029-07-13      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $667267.87     | 0.00%             | 2032-12-24      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DF4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       2911000 | PA      | $2998013.51    | 0.00%             | 2029-03-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |        100000 | PA      | $107630.54     | 0.00%             | 2029-10-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      39380000 | PA      | $20295042.59   | 0.02%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       6844000 | PA      | $7466540.09    | 0.01%             | 2027-11-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       9200000 | PA      | $9921502.48    | 0.01%             | 2028-09-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     186185000 | PA      | $99978620.37   | 0.08%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHX4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      21135000 | PA      | $14986038.05   | 0.01%             | 2026-12-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      37200000 | PA      | $37096718.29   | 0.03%             | 2034-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AN1<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       3167000 | PA      | $2173278.06    | 0.00%             | 2030-05-07      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       4000000 | PA      | $4766746.76    | 0.00%             | 2031-01-11      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |       3910000 | PA      | $3528254.44    | 0.00%             | 2034-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |       3182000 | PA      | $3499519.07    | 0.00%             | 2028-02-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank GmbH                                                                 | LLOYDS BANK GMBH               | CUSIP: N/A<br>LEI: 2138001WO21Z3B8Y8K20       | Long             | DBT              | CORP              | DE        |       6800000 | PA      | $7802100.03    | 0.01%             | 2029-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                   | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |        500000 | PA      | $297798.04     | 0.00%             | 2028-06-23      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $7907325.46    | 0.01%             | 2038-06-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |       2000000 | PA      | $2047480.48    | 0.00%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      11198000 | PA      | $12362039.97   | 0.01%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4998450000 | PA      | $28316624.78   | 0.02%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                       | ANGLO AMERICAN                 | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |       6500000 | PA      | $7826147.15    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MJ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       5950000 | PA      | $4424837.53    | 0.00%             | 2028-04-29      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $20309404.13   | 0.02%             | 2030-05-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       1390000 | PA      | $883194.70     | 0.00%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      17049000 | PA      | $18839234.91   | 0.01%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZBH5<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1874873.42    | 0.00%             | 2029-01-08      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DL3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $3036661.83    | 0.00%             | 2029-05-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       4770000 | PA      | $3442029.72    | 0.00%             | 2027-08-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15900000000 | PA      | $109687836.97  | 0.09%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |       7628700 | PA      | $3882734.55    | 0.00%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| A2Dominion Housing Group Ltd                                                     | A2DOMINION HOUSI               | CUSIP: N/A<br>LEI: 213800V1D2GGHDUSZ454       | Long             | DBT              | CORP              | GB        |       3098000 | PA      | $3898077.75    | 0.00%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FH6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       3455000 | PA      | $3202453.17    | 0.00%             | 2033-10-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     500000000 | PA      | $54315472.56   | 0.04%             | 2029-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      15000000 | PA      | $16966344.14   | 0.01%             | 2033-09-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                                | BLEND FND PLC                  | CUSIP: AU4140540<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |       9500000 | PA      | $8739964.30    | 0.01%             | 2049-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |      14968000 | PA      | $14407987.64   | 0.01%             | 2032-06-26      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      34692000 | PA      | $24782828.87   | 0.02%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       3459000 | PA      | $3863033.74    | 0.00%             | 2027-01-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBL7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |        400000 | PA      | $330574.64     | 0.00%             | 2037-02-26      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBK1<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |        500000 | PA      | $299858.77     | 0.00%             | 2045-03-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: QZ6982248<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       1990000 | PA      | $2240208.35    | 0.00%             | 2036-10-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      23720000 | PA      | $23296042.10   | 0.02%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: N/A<br>LEI: 549300GCEDD8YCF5WU84       | Long             | DBT              | CORP              | US        |       6108000 | PA      | $6309128.37    | 0.00%             | 2030-02-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |       7882000 | PA      | $8082610.71    | 0.01%             | 2030-02-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      36860000 | PA      | $21695056.45   | 0.02%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       1435000 | PA      | $876401.84     | 0.00%             | 2029-03-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      29974000 | PA      | $25861112.82   | 0.02%             | 2035-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6693110.80    | 0.01%             | 2035-10-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                      | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |       5200000 | PA      | $5792109.56    | 0.00%             | 2049-07-02      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQW9<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       3427000 | PA      | $2534137.98    | 0.00%             | 2034-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 458182EG3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       3300000 | PA      | $2350607.04    | 0.00%             | 2026-06-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6978694.48    | 0.01%             | 2028-11-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      24285000 | PA      | $16047493.12   | 0.01%             | 2031-06-18      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      50067000 | PA      | $50363677.07   | 0.04%             | 2032-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      11743000 | PA      | $12676966.85   | 0.01%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |       8569000 | PA      | $9354558.41    | 0.01%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                      | INVESTOR AB                    | CUSIP: AZ1505132<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |       7000000 | PA      | $5975507.09    | 0.00%             | 2039-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |       6200000 | PA      | $6789836.13    | 0.01%             | 2027-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-276146.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |       1900000 | PA      | $2536859.41    | 0.00%             | 2029-10-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                    | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  246783000000 | PA      | $44516077.34   | 0.04%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJP9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      18325000 | PA      | $14124179.18   | 0.01%             | 2033-06-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |       2313000 | PA      | $3117084.97    | 0.00%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       4637000 | PA      | $3213882.63    | 0.00%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |       4000000 | PA      | $896094.29     | 0.00%             | 2064-11-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Enexis Holding NV                                                                | ENEXIS HOLDING                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $4990252.39    | 0.00%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBA1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       3613000 | PA      | $1982690.49    | 0.00%             | 2050-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                    | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3078385.55    | 0.00%             | 2029-11-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      14731000 | PA      | $14048583.44   | 0.01%             | 2033-10-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Denmark Government International Bond                                            | DENMARK KINGDOM                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |      40000000 | PA      | $45511634.94   | 0.04%             | 2026-10-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      30122000 | PA      | $19942472.93   | 0.02%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       5508000 | PA      | $6456520.44    | 0.01%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      15604000 | PA      | $14718753.55   | 0.01%             | 2032-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $14572591.81   | 0.01%             | 2033-08-31      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |       6100000 | PA      | $6726574.57    | 0.01%             | 2032-05-07      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                        | NATURGY FIN IBER               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |       1000000 | PA      | $1103043.97    | 0.00%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: AM2490663<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |       2500000 | PA      | $2768346.51    | 0.00%             | 2027-02-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |      12045000 | PA      | $16951469.49   | 0.01%             | 2034-03-27      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBB4<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $655749.31     | 0.00%             | 2042-03-06      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: N/A<br>LEI: 5493004NW4M4P8TMMK63       | Long             | DBT              | CORP              | US        |       2900000 | PA      | $3325936.11    | 0.00%             | 2030-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $8882357.33    | 0.01%             | 2026-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5887763.40    | 0.00%             | 2031-04-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2750706.39    | 0.00%             | 2028-05-18      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1508236.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20250507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2002545.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAK9<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       2497000 | PA      | $1523237.20    | 0.00%             | 2048-02-28      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  130000000000 | PA      | $87031629.97   | 0.07%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      21691000 | PA      | $22142426.80   | 0.02%             | 2173-09-04      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      15749000 | PA      | $17346892.04   | 0.01%             | 2027-05-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                          | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |         25000 | PA      | $27324.65      | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      53895000 | PA      | $35124168.24   | 0.03%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GD5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3487129.35    | 0.00%             | 2031-08-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    3036277000 | PA      | $92422372.22   | 0.07%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       3430000 | PA      | $4219416.56    | 0.00%             | 2026-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      12000000 | PA      | $14132323.28   | 0.01%             | 2028-05-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       3000000 | PA      | $2840305.46    | 0.00%             | 2033-04-12      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |      15800000 | PA      | $17279124.60   | 0.01%             | 2029-05-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1543669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       5403000 | PA      | $5668647.24    | 0.00%             | 2030-06-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAQ0<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2321706.01    | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $3702116.67    | 0.00%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      21760000 | PA      | $14271906.86   | 0.01%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-26931132.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      43574454 | PA      | $41877342.29   | 0.03%             | 2048-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | FORTISBC ENERGY                | CUSIP: 34959ZAJ1<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $372901.77     | 0.00%             | 2049-08-09      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      15994000 | PA      | $17629510.79   | 0.01%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       2300000 | PA      | $3139890.08    | 0.00%             | 2053-11-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1419000000 | PA      | $10827461.26   | 0.01%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     908230000 | PA      | $40124741.41   | 0.03%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06369ZCJ1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      10250000 | PA      | $7938132.80    | 0.01%             | 2033-09-07      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                      | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4247044.79    | 0.00%             | 2029-06-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957EAB7<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |         18000 | PA      | $15077.60      | 0.00%             | 2034-10-31      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       6000000 | PA      | $6558933.94    | 0.01%             | 2027-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $7397765.12    | 0.01%             | 2035-06-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      14000000 | PA      | $16440167.25   | 0.01%             | 2034-10-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $15499.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                          | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4061998.64    | 0.00%             | 2029-07-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       2700000 | PA      | $2953139.24    | 0.00%             | 2027-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1388896.77    | 0.00%             | 2028-01-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |      21400000 | PA      | $24179312.18   | 0.02%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769CG7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     812000000 | PA      | $6455107.53    | 0.01%             | 2037-06-20      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |       4494000 | PA      | $2934563.48    | 0.00%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      28348000 | PA      | $35018859.54   | 0.03%             | 2030-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                     | JPN HOUSING FIN                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     630000000 | PA      | $2684521.30    | 0.00%             | 2050-03-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Hamburg Commercial Bank AG                                                       | HAMBURG COM BANK               | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |       2700000 | PA      | $2942018.74    | 0.00%             | 2027-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |       6400000 | PA      | $7312651.20    | 0.01%             | 2032-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: N/A<br>LEI: 549300G0CFPGEF6X2043       | Long             | DBT              | CORP              | US        |       5489000 | PA      | $5989221.94    | 0.00%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2696400000 | PA      | $19846435.61   | 0.02%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 026657AS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       3234000 | PA      | $4052059.48    | 0.00%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      30000000 | PA      | $34060426.25   | 0.03%             | 2030-02-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: ZS1341883<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |        977000 | PA      | $1046023.39    | 0.00%             | 2028-04-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      80000000 | PA      | $89554415.91   | 0.07%             | 2027-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                          | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |       1280000 | PA      | $693785.71     | 0.00%             | 2030-04-24      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | CH        |      13200000 | PA      | $12864389.77   | 0.01%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WestConnex Finance Co Pty Ltd                                                    | WESTCONNEX FINAN               | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |       7000000 | PA      | $4701606.18    | 0.00%             | 2030-10-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6451000000 | PA      | $42233958.87   | 0.03%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     130259000 | PA      | $30224951.20   | 0.02%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      14731000 | PA      | $18968857.00   | 0.01%             | 2043-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      10500000 | PA      | $11209964.38   | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       8500000 | PA      | $8166302.91    | 0.01%             | 2031-11-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Incommunities Treasury PLC                                                       | INCOMMUNITIES                  | CUSIP: N/A<br>LEI: 213800W3PLVL7K9KWD05       | Long             | DBT              | CORP              | GB        |       2499000 | PA      | $2149313.98    | 0.00%             | 2049-03-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      43843000 | PA      | $47612187.07   | 0.04%             | 2055-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       2888000 | PA      | $3950915.22    | 0.00%             | 2028-12-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| York University                                                                  | YORK UNIVERSITY                | CUSIP: 987172AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        846000 | PA      | $735587.73     | 0.00%             | 2042-03-07      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       2100000 | PA      | $2311145.01    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      18000000 | PA      | $17433739.46   | 0.01%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAU2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       5900000 | PA      | $6837226.35    | 0.01%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     133074000 | PA      | $131677484.98  | 0.10%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: AP4112193<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       5245000 | PA      | $6361394.77    | 0.01%             | 2026-09-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-276146.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       4924000 | PA      | $4763359.51    | 0.00%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      11400000 | PA      | $11919975.05   | 0.01%             | 2029-09-21      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       2300000 | PA      | $2995042.89    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12253000000 | PA      | $84220950.08   | 0.07%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                         | UNITED OVERSEAS                | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |      15348000 | PA      | $15740819.04   | 0.01%             | 2029-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      48849000 | PA      | $36811240.96   | 0.03%             | 2052-01-24      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      20000000 | PA      | $20502303.65   | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                          | IMCD NV                        | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5935394.10    | 0.00%             | 2028-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     170950546 | PA      | $153590853.08  | 0.12%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      27541216 | PA      | $25286139.69   | 0.02%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HLDG                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | DBT              | CORP              | JP        |    1000000000 | PA      | $6922563.30    | 0.01%             | 2026-09-18      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      75122000 | PA      | $78005281.16   | 0.06%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       5017000 | PA      | $5841313.22    | 0.00%             | 2029-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      39343944 | PA      | $36873856.61   | 0.03%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: N/A<br>LEI: FR5LCKFTG8054YNNRU85       | Long             | DBT              | CORP              | US        |       3057000 | PA      | $3320186.69    | 0.00%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       5035000 | PA      | $5575890.83    | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |       5250000 | PA      | $3996033.83    | 0.00%             | 2026-09-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     140000000 | PA      | $21084729.03   | 0.02%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                           | EUROFINS SCIEN                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $2878125.56    | 0.00%             | 2031-05-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1391861.52    | 0.00%             | 2027-06-08      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   31000000000 | PA      | $21318664.02   | 0.02%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       7000000 | PA      | $7434035.70    | 0.01%             | 2031-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-245043.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAY7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3800920.50    | 0.00%             | 2033-06-28      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4145000 | PA      | $5074453.65    | 0.00%             | 2044-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |       2771000 | PA      | $2949833.35    | 0.00%             | 2028-02-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      45980000 | PA      | $35883968.59   | 0.03%             | 2047-06-22      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       9811000 | PA      | $11032085.39   | 0.01%             | 2026-05-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Crh Finance UK PLC                                                               | CRH FINANCE                    | CUSIP: N/A<br>LEI: 549300MQJDHXCWSM5880       | Long             | DBT              | CORP              | GB        |       2773000 | PA      | $3605292.10    | 0.00%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4426787.84    | 0.00%             | 2027-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAJ0<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       1743000 | PA      | $919270.03     | 0.00%             | 2051-02-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AK3<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       1172000 | PA      | $774279.86     | 0.00%             | 2030-12-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $13437914.82   | 0.01%             | 2037-04-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      66812000 | PA      | $75833299.14   | 0.06%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $6098629.36    | 0.00%             | 2031-07-04      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      47999000 | PA      | $37850318.70   | 0.03%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     131900000 | PA      | $29970048.30   | 0.02%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       5300000 | PA      | $6464783.56    | 0.01%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       2100000 | PA      | $2870309.72    | 0.00%             | 2028-06-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAE6<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1177000 | PA      | $836287.19     | 0.00%             | 2041-11-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $13996992.90   | 0.01%             | 2031-09-11      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       2750000 | PA      | $2656445.13    | 0.00%             | 2035-03-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      16000000 | PA      | $19354741.94   | 0.02%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JA7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |        140000 | PA      | $118033.70     | 0.00%             | 2033-09-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $7627245.85    | 0.01%             | 2043-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $198323.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     283835000 | PA      | $341591450.97  | 0.27%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $198323.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7453300000 | PA      | $34820125.52   | 0.03%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| City of Winnipeg Canada                                                          | WINNIPEG CANADA                | CUSIP: 975026HB4<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |       2537000 | PA      | $1731215.23    | 0.00%             | 2051-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |     470000000 | PA      | $2234557.77    | 0.00%             | 2049-09-13      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       1710000 | PA      | $1649110.54    | 0.00%             | 2034-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $15342169.57   | 0.01%             | 2030-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZS0521865<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    1201100000 | PA      | $8125080.28    | 0.01%             | 2029-04-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bazalgette Finance Plc                                                           | BAZALGETTE FIN                 | CUSIP: N/A<br>LEI: 213800ZGSE4AQTG77U19       | Long             | DBT              | CORP              | GB        |       1392000 | PA      | $1740063.45    | 0.00%             | 2027-11-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJB0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       6455000 | PA      | $4509404.19    | 0.00%             | 2031-12-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GC1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       5500000 | PA      | $4098499.78    | 0.00%             | 2027-04-19      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      18900000 | PA      | $19766637.27   | 0.02%             | 2031-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       3600000 | PA      | $3312233.77    | 0.00%             | 2038-06-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      63675000 | PA      | $18301821.96   | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-65830731.04  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Primaris Real Estate Investment Trust                                            | PRIMARIS REAL ES               | CUSIP: 74167KAG4<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              | CORP              | CA        |       2800000 | PA      | $2100956.22    | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCL6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       9400000 | PA      | $7060352.55    | 0.01%             | 2030-02-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       7504000 | PA      | $5400329.90    | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Myriad Capital Plc                                                               | MYRIAD CAPITAL P               | CUSIP: EJ9725296<br>LEI: 213800M9SF74JBO6GS73 | Long             | DBT              | CORP              | GB        |        500000 | PA      | $569472.89     | 0.00%             | 2043-12-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |       3200000 | PA      | $3054187.46    | 0.00%             | 2032-07-07      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAP1<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      16800000 | PA      | $12604720.96   | 0.01%             | 2034-05-16      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     738415000 | PA      | $24954262.43   | 0.02%             | 2032-06-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                            | PEEL REG ONTARIO               | CUSIP: 705464EQ4<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |        700000 | PA      | $530610.00     | 0.00%             | 2033-12-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance Canada Inc                                                 | DAIMLER TRCK FI                | CUSIP: 233852AF9<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $452648.64     | 0.00%             | 2027-09-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670CF3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     500000000 | PA      | $2988190.31    | 0.00%             | 2039-09-13      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      28554000 | PA      | $20803697.51   | 0.02%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANEF SA                                                                         | SAN                            | CUSIP: N/A<br>LEI: 969500U2ZH7ARB744A12       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1056070.44    | 0.00%             | 2028-10-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |       7867000 | PA      | $7847024.34    | 0.01%             | 2031-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6036689.63    | 0.00%             | 2031-05-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      38516000 | PA      | $21352967.06   | 0.02%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      10000000 | PA      | $11821593.04   | 0.01%             | 2030-05-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |       8000000 | PA      | $9201599.13    | 0.01%             | 2026-07-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     492636000 | PA      | $72861327.95   | 0.06%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4000000000 | PA      | $27440123.09   | 0.02%             | 2034-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                                            | BAYER CAP CORPNV               | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |       7100000 | PA      | $7931249.41    | 0.01%             | 2026-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       4600000 | PA      | $4820017.33    | 0.00%             | 2029-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16410200000 | PA      | $89671769.25   | 0.07%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5066950000 | PA      | $34050573.78   | 0.03%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       2901000 | PA      | $3208564.92    | 0.00%             | 2026-09-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      66713000 | PA      | $49535499.67   | 0.04%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Allianz Finance II BV                                                            | ALLIANZ FINANCE                | CUSIP: EJ5793009<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $4053669.13    | 0.00%             | 2043-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                 | ICCREA BANCA SPA               | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11577745.83   | 0.01%             | 2034-06-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $673687.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      65399000 | PA      | $64391953.68   | 0.05%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $305542.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1638509.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       8000000 | PA      | $9958207.57    | 0.01%             | 2028-03-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $5840738.44    | 0.00%             | 2031-03-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAG4<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       3283000 | PA      | $2126313.09    | 0.00%             | 2047-12-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       5410000 | PA      | $5935471.04    | 0.00%             | 2027-09-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Aspire Defence Finance PLC                                                       | ASPIRE DEFENCE                 | CUSIP: EF3482512<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |       2700902 | PA      | $3420592.56    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     252639000 | PA      | $268764606.19  | 0.21%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                              | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |       8000000 | PA      | $8733307.73    | 0.01%             | 2027-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJQ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      43500000 | PA      | $33324552.95   | 0.03%             | 2028-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14500000000 | PA      | $86156620.86   | 0.07%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CSS FSCC Partnership                                                             | CSS FSCC PART                  | CUSIP: 12644MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |          6466 | PA      | $5352.30       | 0.00%             | 2042-07-31      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      17400000 | PA      | $18269868.92   | 0.01%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1653669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29663774.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-26932246.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AHB5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       5233000 | PA      | $3749813.08    | 0.00%             | 2026-11-04      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       2500000 | PA      | $2751544.92    | 0.00%             | 2027-04-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      12971000 | PA      | $14622809.27   | 0.01%             | 2173-06-22      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: BVN0Z8UM9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12165677.12   | 0.01%             | 2030-04-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                     | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |      50000000 | PA      | $328844.24     | 0.00%             | 2031-04-25      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $4664182.96    | 0.00%             | 2034-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      12690000 | PA      | $7950984.97    | 0.01%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                         | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |        100000 | PA      | $109507.11     | 0.00%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      10100000 | PA      | $9525729.69    | 0.01%             | 2042-05-26      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: BG0130305<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       4913000 | PA      | $4950555.64    | 0.00%             | 2030-02-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      18875000 | PA      | $19025706.37   | 0.02%             | 2031-02-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-170654440.78 | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |       1500000 | PA      | $1593710.81    | 0.00%             | 2028-03-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-51907392.38  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       5060000 | PA      | $3250587.11    | 0.00%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       7314000 | PA      | $8085137.24    | 0.01%             | 2027-02-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $20732795.68   | 0.02%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      35000000 | PA      | $38691500.45   | 0.03%             | 2026-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16500000000 | PA      | $109190717.58  | 0.09%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     304000000 | PA      | $346333304.11  | 0.27%             | 2033-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       2000000 | PA      | $2338575.94    | 0.00%             | 2032-09-05      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      18703000 | PA      | $18343747.66   | 0.01%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |       3500000 | PA      | $824760.28     | 0.00%             | 2028-08-08      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                        | FRESENIUS MEDICA               | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | DBT              | CORP              | DE        |       2276000 | PA      | $2383771.64    | 0.00%             | 2030-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1067863000 | PA      | $33399810.46   | 0.03%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rl Finance Bonds No 3 PLC                                                        | RL FINANCE NO3                 | CUSIP: N/A<br>LEI: 213800A838TK57XOB584       | Long             | DBT              | CORP              | GB        |       1544000 | PA      | $2094463.55    | 0.00%             | 2028-11-13      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |     106000000 | PA      | $10449654.48   | 0.01%             | 2029-02-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Enexis Holding NV                                                                | ENEXIS HOLDING                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5849613.53    | 0.00%             | 2034-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       5100000 | PA      | $5738877.71    | 0.00%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |        743000 | PA      | $792574.57     | 0.00%             | 2029-02-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |       2300000 | PA      | $2705911.78    | 0.00%             | 2035-06-11      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |        200000 | PA      | $222051.23     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      60000000 | PA      | $69013468.46   | 0.05%             | 2029-07-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8000000000 | PA      | $55234729.33   | 0.04%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EE8<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1500000 | PA      | $1138834.69    | 0.00%             | 2033-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                                                   | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $112302.13     | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GA9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       8569000 | PA      | $6157225.55    | 0.00%             | 2027-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AZ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       2883000 | PA      | $3131219.22    | 0.00%             | 2027-12-05      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZFJ0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       5500000 | PA      | $4077682.29    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EB4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       6084000 | PA      | $4194309.87    | 0.00%             | 2052-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       4594000 | PA      | $4369801.74    | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5766542.73    | 0.00%             | 2026-08-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Werfen SA/Spain                                                                  | WERFEN SA/SPAIN                | CUSIP: N/A<br>LEI: 9598003BHZ02SG7LKD16       | Long             | DBT              | CORP              | ES        |       7000000 | PA      | $8193095.62    | 0.01%             | 2030-05-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDE8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3269000 | PA      | $3895248.00    | 0.00%             | 2029-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      15767000 | PA      | $17820195.35   | 0.01%             | 2028-04-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL (ENTNZENEL)               | CUSIP: EG5612957<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       1455000 | PA      | $1917113.10    | 0.00%             | 2037-06-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-861091.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      44174000 | PA      | $49942663.64   | 0.04%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      18132954 | PA      | $20226145.46   | 0.02%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     143000000 | PA      | $31329535.24   | 0.02%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                       | ENMAX CORP                     | CUSIP: 293365AH5<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |       2800000 | PA      | $2061193.21    | 0.00%             | 2034-10-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-194497.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |       4094000 | PA      | $4585729.50    | 0.00%             | 2026-06-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      23200000 | PA      | $22432535.47   | 0.02%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      58348000 | PA      | $64700650.40   | 0.05%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       4052000 | PA      | $5329468.99    | 0.00%             | 2039-01-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      61036000 | PA      | $60537473.89   | 0.05%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |       1176000 | PA      | $1488617.28    | 0.00%             | 2027-01-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAS5<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       3100000 | PA      | $2333103.71    | 0.00%             | 2034-08-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      13501000 | PA      | $13662307.72   | 0.01%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       5761000 | PA      | $6110663.66    | 0.00%             | 2030-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       5462000 | PA      | $7095163.88    | 0.01%             | 2026-07-03      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1007795.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      20205000 | PA      | $22120758.82   | 0.02%             | 2027-03-31      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Finance SA                                                    | SANTAN CONS FIN                | CUSIP: N/A<br>LEI: 5493000LM0MZ4JPMGM90       | Long             | DBT              | CORP              | ES        |      10700000 | PA      | $11732831.84   | 0.01%             | 2027-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AF3<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       7188000 | PA      | $7399229.22    | 0.01%             | 2029-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      13720000 | PA      | $16505282.18   | 0.01%             | 2028-09-06      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4547900000 | PA      | $28528997.69   | 0.02%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       3275000 | PA      | $3337018.53    | 0.00%             | 2030-02-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital Canada Ltd                                                 | TOTAL CAP CANADA               | CUSIP: N/A<br>LEI: 5299005IX98ZZ9LSGK46       | Long             | DBT              | CORP              | CA        |       7700000 | PA      | $8510478.84    | 0.01%             | 2029-09-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GG6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       2700000 | PA      | $2026885.46    | 0.00%             | 2033-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      25000000 | PA      | $33896731.69   | 0.03%             | 2031-02-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     176306000 | PA      | $194877040.87  | 0.15%             | 2026-11-25      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     373185000 | PA      | $69819351.00   | 0.06%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2810478.69    | 0.00%             | 2048-09-27      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1147041000 | PA      | $40329298.85   | 0.03%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |      12160000 | PA      | $7650690.23    | 0.01%             | 2027-01-13      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |      10829000 | PA      | $10589711.13   | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     200000000 | PA      | $20435919.51   | 0.02%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      10800000 | PA      | $10425005.05   | 0.01%             | 2031-12-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       4959000 | PA      | $5522499.06    | 0.00%             | 2026-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Canada LP                                                      | LIBERTY UTILIT                 | CUSIP: 531544AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5350000 | PA      | $2878960.90    | 0.00%             | 2050-02-14      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     190000000 | PA      | $50616731.88   | 0.04%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McGill University                                                                | MCGILL UNIVERS                 | CUSIP: 78032C8Y0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        169000 | PA      | $108029.96     | 0.00%             | 2056-01-29      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       5613000 | PA      | $3895103.20    | 0.00%             | 2047-05-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     949900000 | PA      | $6568812.95    | 0.01%             | 2027-03-25      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                            | OPTUS FINANCE                  | CUSIP: N/A<br>LEI: 254900UAM2PKZZ3FLH23       | Long             | DBT              | CORP              | AU        |        500000 | PA      | $299022.62     | 0.00%             | 2028-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |       6800000 | PA      | $7328364.29    | 0.01%             | 2173-09-27      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28211675.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      14564000 | PA      | $12464970.10   | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BS1<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2556515.41    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-19022347.90  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAF6<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       2098000 | PA      | $1529362.72    | 0.00%             | 2027-12-06      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $6457185.63    | 0.01%             | 2028-05-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                    | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1216486.84    | 0.00%             | 2057-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $10151942.44   | 0.01%             | 2029-07-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADJ1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6918404.18    | 0.01%             | 2032-05-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      23300000 | PA      | $25906919.60   | 0.02%             | 2026-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $12172214.80   | 0.01%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA                                     | INTL CONSOLIDAT                | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |       7000000 | PA      | $8070542.15    | 0.01%             | 2029-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                           | DEUTSCHE KREDIT                | CUSIP: N/A<br>LEI: 529900K16YGKC8BES892       | Long             | DBT              | CORP              | DE        |        900000 | PA      | $989842.78     | 0.00%             | 2027-03-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK                    | CUSIP: BJ3264311<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       9913000 | PA      | $10802265.83   | 0.01%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8541900000 | PA      | $41396055.92   | 0.03%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 7800863G7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       9000000 | PA      | $6800870.96    | 0.01%             | 2034-04-03      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BU7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       2200000 | PA      | $1669299.07    | 0.00%             | 2027-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5541699.09    | 0.00%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5265621.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5621818.81    | 0.00%             | 2026-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      19908000 | PA      | $21814707.42   | 0.02%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      21896000 | PA      | $18603676.08   | 0.01%             | 2048-07-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       8333000 | PA      | $9753544.33    | 0.01%             | 2031-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco BPI SA                                                                     | BANCO BPI                      | CUSIP: N/A<br>LEI: 3DM5DPGI3W6OU6GJ4N92       | Long             | DBT              | CORP              | PT        |      20000000 | PA      | $23501903.76   | 0.02%             | 2028-07-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      11000000 | PA      | $12618251.58   | 0.01%             | 2030-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28543647.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16319250000 | PA      | $96535017.91   | 0.08%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5507109.77    | 0.00%             | 2028-01-18      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                      | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |       4600000 | PA      | $5252050.33    | 0.00%             | 2029-02-08      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Affinity Sutton Capital Markets PLC                                              | AFFINITY SUTTON                | CUSIP: N/A<br>LEI: 213800CIN9MC8IN3GK94       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $837356.57     | 0.00%             | 2042-10-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBE8<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1614000 | PA      | $945257.84     | 0.00%             | 2049-04-05      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250605           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-240268.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1001256.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |       2701000 | PA      | $3133476.27    | 0.00%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      12455000 | PA      | $15031509.19   | 0.01%             | 2033-04-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      11600000 | PA      | $10407059.29   | 0.01%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                   | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |       5380000 | PA      | $2979121.44    | 0.00%             | 2031-06-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3606000 | PA      | $3951988.15    | 0.00%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZBA5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       1849000 | PA      | $1133376.64    | 0.00%             | 2051-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      98545000 | PA      | $57200548.51   | 0.05%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                    | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |      20510000 | PA      | $21692375.32   | 0.02%             | 2028-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                     | JPN HOUSING FIN                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2050000000 | PA      | $14186952.02   | 0.01%             | 2026-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUS SA                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       6200000 | PA      | $6777789.83    | 0.01%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: AP0290290<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $7509882.53    | 0.01%             | 2029-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                             | VOLKSWAGEN BANK                | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      11000000 | PA      | $12962445.44   | 0.01%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       3500000 | PA      | $3379705.78    | 0.00%             | 2035-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2256640.71    | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: EF0667370<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       3466000 | PA      | $4646722.60    | 0.00%             | 2029-08-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       9900000 | PA      | $9097275.11    | 0.01%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      32900000 | PA      | $9566880.39    | 0.01%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      39631000 | PA      | $20715867.84   | 0.02%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11588733.35   | 0.01%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       4482000 | PA      | $3022983.02    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     145000000 | PA      | $22136032.45   | 0.02%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: N/A<br>LEI: 549300X81X4VZEESFU46       | Long             | DBT              | CORP              | CA        |        100000 | PA      | $111781.34     | 0.00%             | 2026-12-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $2076012.59    | 0.00%             | 2026-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                                | WESSEX WATER FIN               | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |       1786000 | PA      | $1486979.79    | 0.00%             | 2036-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       2258000 | PA      | $2041091.27    | 0.00%             | 2040-06-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Groupe des Assurances du Credit Mutuel SADIR                                     | GACM                           | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |       3400000 | PA      | $3322713.11    | 0.00%             | 2042-04-21      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                  | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |       7700000 | PA      | $10876722.56   | 0.01%             | 2033-05-16      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |       6000000 | PA      | $6962886.46    | 0.01%             | 2032-03-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                                 | UNICAJA ES                     | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |       5500000 | PA      | $6587676.34    | 0.01%             | 2029-02-21      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE                 | CUSIP: 45833VAF6<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       4990000 | PA      | $3789975.58    | 0.00%             | 2028-02-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Teranet Holdings LP                                                              | TERANET HOLDINGS               | CUSIP: 880789AC6<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |       1663000 | PA      | $1206797.58    | 0.00%             | 2040-12-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |        502000 | PA      | $556892.90     | 0.00%             | 2026-10-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      19479000 | PA      | $19222976.63   | 0.02%             | 2036-11-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       8000000 | PA      | $7738690.36    | 0.01%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      23200000 | PA      | $24337035.99   | 0.02%             | 2029-02-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Places For People Treasury PLC                                                   | PLACES FOR PPL                 | CUSIP: N/A<br>LEI: 213800B9U45TFBXW5K67       | Long             | DBT              | CORP              | GB        |       2900000 | PA      | $3846204.44    | 0.00%             | 2041-12-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                              | BANK NEW ZEALAND               | CUSIP: N/A<br>LEI: N7LGVZM7X4UQ66T7LT74       | Long             | DBT              | CORP              | NZ        |       1000000 | PA      | $583918.05     | 0.00%             | 2026-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $4330165.01    | 0.00%             | 2036-08-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2008000 | PA      | $1073733.80    | 0.00%             | 2050-03-07      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  218000000000 | PA      | $157578175.31  | 0.12%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       1268000 | PA      | $1469563.50    | 0.00%             | 2028-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117FA33<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       1100000 | PA      | $772105.29     | 0.00%             | 2028-03-08      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      24502000 | PA      | $27049671.85   | 0.02%             | 2044-06-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Stedin Holding NV                                                                | STEDIN HOLDING                 | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2784223.70    | 0.00%             | 2030-06-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAP3<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       1910000 | PA      | $1199417.24    | 0.00%             | 2049-11-05      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SCOTTISH & SOUTH               | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       7518000 | PA      | $11196022.46   | 0.01%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Stedin Holding NV                                                                | STEDIN HOLDING                 | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $2530385.26    | 0.00%             | 2029-11-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      62123495 | PA      | $44309803.85   | 0.03%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $5328137.51    | 0.00%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                    | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |       8127000 | PA      | $7557596.54    | 0.01%             | 2033-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                          | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |      10500000 | PA      | $12073227.06   | 0.01%             | 2029-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAP1<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1089000 | PA      | $730761.34     | 0.00%             | 2044-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Porterbrook Rail Finance Ltd                                                     | PORTERBROOK RAIL               | CUSIP: EI2740831<br>LEI: 635400LZ2CNQFYRJYT65 | Long             | DBT              | CORP              | JE        |       1455000 | PA      | $2001940.08    | 0.00%             | 2026-10-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     251397000 | PA      | $290525641.87  | 0.23%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      24000000 | PA      | $26338415.53   | 0.02%             | 2040-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      11000000 | PA      | $12933233.53   | 0.01%             | 2028-06-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     275000000 | PA      | $314318848.14  | 0.25%             | 2026-09-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      99600000 | PA      | $14832459.76   | 0.01%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      36890000 | PA      | $40156285.50   | 0.03%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       1100000 | PA      | $998792.61     | 0.00%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    4100000000 | PA      | $4307890.25    | 0.00%             | 2027-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       7258000 | PA      | $8498764.79    | 0.01%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11051369.11   | 0.01%             | 2026-06-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      79830000 | PA      | $48516628.42   | 0.04%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   10500000000 | PA      | $11040375.91   | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| de Volksbank NV                                                                  | VOLKSBANK NV                   | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |       7300000 | PA      | $7735542.71    | 0.01%             | 2028-03-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |       9466000 | PA      | $10058109.03   | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      11000000 | PA      | $11451415.10   | 0.01%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      37275000 | PA      | $26445890.58   | 0.02%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4786133.00    | 0.00%             | 2028-11-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |       1108000 | PA      | $816578.21     | 0.00%             | 2049-09-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-938669.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAG6<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1525208.33    | 0.00%             | 2034-05-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746TJ0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       6275000 | PA      | $4703688.75    | 0.00%             | 2028-04-26      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WHX5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1426367.33    | 0.00%             | 2026-09-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      11317000 | PA      | $11488407.11   | 0.01%             | 2031-07-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      16025000 | PA      | $9339904.94    | 0.01%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAT8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       3800000 | PA      | $2773716.64    | 0.00%             | 2034-12-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       9700000 | PA      | $11117032.57   | 0.01%             | 2029-02-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29547918.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: N/A<br>LEI: HL3H1H2BGXWVG3BSWR90       | Long             | DBT              | CORP              | US        |       1237000 | PA      | $1092329.99    | 0.00%             | 2037-11-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $70452.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      34600000 | PA      | $30063531.25   | 0.02%             | 2034-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       7600000 | PA      | $10229097.87   | 0.01%             | 2028-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      12500000 | PA      | $14180806.06   | 0.01%             | 2027-11-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $1269559.38    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       8575000 | PA      | $10387588.88   | 0.01%             | 2030-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      35000000 | PA      | $40322628.46   | 0.03%             | 2033-02-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       9587000 | PA      | $9438443.85    | 0.01%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $5398537.15    | 0.00%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7468750.83    | 0.01%             | 2029-01-17      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       5900000 | PA      | $6881276.13    | 0.01%             | 2114-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2670397.78    | 0.00%             | 2029-10-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     130000000 | PA      | $12068623.24   | 0.01%             | 2042-10-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |       4700000 | PA      | $5251894.56    | 0.00%             | 2026-05-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Alfa Laval Treasury International AB                                             | ALFA LAVAL TREAS               | CUSIP: N/A<br>LEI: 549300JCAG8ICQAUC638       | Long             | DBT              | CORP              | SE        |       1100000 | PA      | $1176632.60    | 0.00%             | 2029-02-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    1580100000 | PA      | $10641017.57   | 0.01%             | 2029-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Regie Autonome des Transports Parisiens EPIC                                     | R.A.T.P.                       | CUSIP: N/A<br>LEI: 969500K59E47ULNCAQ69       | Long             | DBT              | NUSS              | FR        |       1500000 | PA      | $1656777.39    | 0.00%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FH7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       1384000 | PA      | $922852.92     | 0.00%             | 2052-12-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     107790124 | PA      | $129423185.45  | 0.10%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   21256200000 | PA      | $118563569.15  | 0.09%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      10773000 | PA      | $12098150.19   | 0.01%             | 2027-05-04      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      43800000 | PA      | $44481991.28   | 0.04%             | 2030-06-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866FZ5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       3428000 | PA      | $2605598.03    | 0.00%             | 2037-03-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBE9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1077000 | PA      | $702513.52     | 0.00%             | 2051-12-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5708848.92    | 0.00%             | 2034-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     700000000 | PA      | $4819660.09    | 0.00%             | 2029-12-20      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10407600000 | PA      | $50989757.13   | 0.04%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Signify NV                                                                       | SIGNIFY NV                     | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | DBT              | CORP              | NL        |       4450000 | PA      | $4979526.56    | 0.00%             | 2027-05-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                              | SCOTTISH WIDOWS                | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2667588.72    | 0.00%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       3700000 | PA      | $4759260.58    | 0.00%             | 2036-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |       9200000 | PA      | $12092076.68   | 0.01%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      24303000 | PA      | $26741493.43   | 0.02%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Cogeco Communications Inc                                                        | COGECO COMMUNICA               | CUSIP: 19239CAB2<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |       1100000 | PA      | $836422.17     | 0.00%             | 2033-02-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      34804000 | PA      | $27368006.49   | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                                      | GRP BRUXELLES                  | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5909984.26    | 0.00%             | 2033-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     430000000 | PA      | $21919792.97   | 0.02%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: ZS1528380<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |       7500000 | PA      | $8301699.62    | 0.01%             | 2027-04-30      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       8900000 | PA      | $6572103.87    | 0.01%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAC8<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       1639000 | PA      | $1109693.36    | 0.00%             | 2030-06-16      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BZ5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      17500000 | PA      | $12769467.94   | 0.01%             | 2027-10-04      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3350331.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: JK8403186<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      25000000 | PA      | $24775318.93   | 0.02%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       6000000 | PA      | $6436724.75    | 0.01%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       4500000 | PA      | $6203856.64    | 0.00%             | 2029-03-14      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       3699000 | PA      | $3123165.46    | 0.00%             | 2035-09-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1428112.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      17516000 | PA      | $7801005.12    | 0.01%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EH2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       1635000 | PA      | $1810803.50    | 0.00%             | 2027-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      11500000 | PA      | $12107085.47   | 0.01%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Circle Anglia Social Housing PLC                                                 | CIRCLE ANGLIA                  | CUSIP: N/A<br>LEI: 213800LLT17R5JUEIB78       | Long             | DBT              | CORP              | GB        |       2390000 | PA      | $3617679.05    | 0.00%             | 2038-11-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     190485000 | PA      | $18673767.49   | 0.01%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |       7760000 | PA      | $5854713.15    | 0.00%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Mohawk Capital Finance SA                                                        | MOHAWK CAPITAL                 | CUSIP: BJ9477552<br>LEI: 549300IXL8ST9Z2BTY31 | Long             | DBT              | CORP              | LU        |       1400000 | PA      | $1556604.85    | 0.00%             | 2027-06-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEU               | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |      12286000 | PA      | $13931727.10   | 0.01%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBX1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       3066000 | PA      | $2003065.44    | 0.00%             | 2047-02-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GM8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      22208000 | PA      | $15610735.52   | 0.01%             | 2053-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     390000000 | PA      | $39262503.03   | 0.03%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6169601.32    | 0.00%             | 2032-04-07      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       4900000 | PA      | $4664417.49    | 0.00%             | 2032-02-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      18288000 | PA      | $12847305.03   | 0.01%             | 2041-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CFF9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       8420000 | PA      | $6371917.15    | 0.01%             | 2034-04-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DX7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |       5021000 | PA      | $4532097.39    | 0.00%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $7696973.36    | 0.01%             | 2033-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       4808078 | PA      | $5586325.41    | 0.00%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $75374.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       4988000 | PA      | $6191554.63    | 0.00%             | 2033-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |       2786000 | PA      | $3312963.59    | 0.00%             | 2029-09-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      10300000 | PA      | $10679176.20   | 0.01%             | 2032-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       2000000 | PA      | $2022777.77    | 0.00%             | 2169-07-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                 | EDF ENERGY                     | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |        238000 | PA      | $320385.06     | 0.00%             | 2026-06-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                         | KAZAKHSTAN                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |       3713000 | PA      | $4081559.62    | 0.00%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  167500000000 | PA      | $135532209.64  | 0.11%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866FR3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       1960000 | PA      | $1616761.15    | 0.00%             | 2034-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      11380000 | PA      | $13477096.08   | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       2500000 | PA      | $2413779.03    | 0.00%             | 2031-01-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                                           | CEZ AS                         | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | CORP              | CZ        |       6141000 | PA      | $6949094.82    | 0.01%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7490000 | PA      | $8769318.50    | 0.01%             | 2031-12-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Hexagon Housing Association Ltd                                                  | HEXAGON HOUSING                | CUSIP: N/A<br>LEI: 213800XQ2LOOODLMCL89       | Long             | DBT              | CORP              | GB        |        900000 | PA      | $809004.47     | 0.00%             | 2048-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       5786000 | PA      | $4635176.39    | 0.00%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       6554000 | PA      | $5668210.74    | 0.00%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                      | BC INV MAN                     | CUSIP: 110610AC6<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      22500000 | PA      | $16606188.16   | 0.01%             | 2030-06-02      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sogecap SA                                                                       | SOGECAP SA                     | CUSIP: N/A<br>LEI: 9695009HXSFK8D6V0T62       | Long             | DBT              | CORP              | FR        |       3700000 | PA      | $4678395.49    | 0.00%             | 2044-05-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3236761.79    | 0.00%             | 2027-10-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: ZS6668488<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      90000000 | PA      | $13264276.04   | 0.01%             | 2029-05-23      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |        300000 | PA      | $325330.49     | 0.00%             | 2033-03-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      22369000 | PA      | $24455763.76   | 0.02%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |       1591000 | PA      | $1538933.89    | 0.00%             | 2034-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                         | LUZERN KANTONBK                | CUSIP: N/A<br>LEI: 549300C2XKS86VQDGV41       | Long             | DBT              | CORP              | CH        |      17000000 | PA      | $23339165.81   | 0.02%             | 2038-11-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1789431.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1128620.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GS0<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       5919000 | PA      | $3235666.47    | 0.00%             | 2052-08-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9405368.13    | 0.01%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                             | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |      20541000 | PA      | $20990618.34   | 0.02%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $104722985.73  | 0.08%             | 2026-06-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZAX7<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       5019000 | PA      | $3945485.20    | 0.00%             | 2041-02-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853ED7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       2131000 | PA      | $1503404.89    | 0.00%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Reliance LP                                                                      | RELIANCE LP                    | CUSIP: 759480AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1704000 | PA      | $1195346.61    | 0.00%             | 2028-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                              | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |      17000000 | PA      | $17754284.50   | 0.01%             | 2028-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |       5600000 | PA      | $6545830.09    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4855288.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       5864000 | PA      | $3876226.31    | 0.00%             | 2027-11-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Northern Gas Networks Finance PLC                                                | NORTHERN GAS                   | CUSIP: EF1611385<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |         59000 | PA      | $78748.18      | 0.00%             | 2027-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       6556000 | PA      | $4602766.15    | 0.00%             | 2028-06-09      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |      35135000 | PA      | $37117668.15   | 0.03%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      42997000 | PA      | $46784527.91   | 0.04%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12679700000 | PA      | $87765907.24   | 0.07%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      21500000 | PA      | $24674895.47   | 0.02%             | 2032-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6060517.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      17995000 | PA      | $15470472.31   | 0.01%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5338332.04    | 0.00%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       4300000 | PA      | $4697985.12    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3447477.62    | 0.00%             | 2027-03-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       2700000 | PA      | $2858832.29    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     233600000 | PA      | $1606206.68    | 0.00%             | 2028-02-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       3413000 | PA      | $3471256.10    | 0.00%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6952420.28    | 0.01%             | 2029-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      17000000 | PA      | $18002541.44   | 0.01%             | 2029-01-14      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       9000000 | PA      | $6001378.40    | 0.00%             | 2034-05-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5519136.68    | 0.00%             | 2026-09-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                            | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |       3413000 | PA      | $4043253.33    | 0.00%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $11507618.00   | 0.01%             | 2027-12-03      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      15696000 | PA      | $16621217.42   | 0.01%             | 2028-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       1500000 | PA      | $1947684.50    | 0.00%             | 2026-11-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1212120.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZAY9<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       4199000 | PA      | $2747966.20    | 0.00%             | 2042-09-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $7738163.35    | 0.01%             | 2030-12-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      11255000 | PA      | $11968676.41   | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2779300000 | PA      | $19047733.70   | 0.02%             | 2028-04-25      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Derwent London PLC                                                               | DERWENT LONDON                 | CUSIP: N/A<br>LEI: 213800BXKQ9KZNUR1M61       | Long             | DBT              | CORP              | GB        |       1400000 | PA      | $1525727.15    | 0.00%             | 2031-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      13000000 | PA      | $15798793.17   | 0.01%             | 2033-05-23      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      31550000 | PA      | $33467434.99   | 0.03%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BT8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       7200000 | PA      | $5314497.78    | 0.00%             | 2034-11-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $70452.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      44170000 | PA      | $26140354.76   | 0.02%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Robert Bosch Investment Nederland BV                                             | ROBERT BOSCH INV               | CUSIP: N/A<br>LEI: 72450009QLIV38GTKN14       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $571498.27     | 0.00%             | 2028-05-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCH1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       2530000 | PA      | $1407666.05    | 0.00%             | 2051-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   63600000000 | PA      | $44244710.21   | 0.03%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     271935000 | PA      | $317171814.67  | 0.25%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      11000000 | PA      | $11958780.44   | 0.01%             | 2027-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TriSummit Utilities Inc                                                          | ALTAGAS CANADA                 | CUSIP: 02091ZAB4<br>LEI: 5493002OUQ05FKTI7O39 | Long             | DBT              | CORP              | CA        |        890000 | PA      | $644786.21     | 0.00%             | 2026-04-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                                                 | SUMITOMO ELECTRC               | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1986548.47    | 0.00%             | 2033-07-13      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      15240000 | PA      | $11143570.69   | 0.01%             | 2055-12-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      19631000 | PA      | $20970225.21   | 0.02%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2695000 | PA      | $1965943.46    | 0.00%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                | SYDNEY AIRPORT F               | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      20000000 | PA      | $13091345.01   | 0.01%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      12000000 | PA      | $13905752.73   | 0.01%             | 2035-05-08      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      13000000 | PA      | $10781227.53   | 0.01%             | 2036-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: N/A<br>LEI: MYF1DAS6G5WY7PRWCU78       | Long             | DBT              | CORP              | US        |       4400000 | PA      | $5082544.84    | 0.00%             | 2033-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      72000000 | PA      | $71962512.62   | 0.06%             | 2031-12-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AF2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       1525000 | PA      | $1532021.65    | 0.00%             | 2035-03-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |       2000000 | PA      | $2062956.35    | 0.00%             | 2030-01-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $81638.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |        600000 | PA      | $363457.63     | 0.00%             | 2028-03-23      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHS5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      16490000 | PA      | $10956804.78   | 0.01%             | 2031-03-15      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      52395000 | PA      | $12700768.99   | 0.01%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5501930.94    | 0.00%             | 2026-10-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| THFC Funding No 3 PLC                                                            | THFC FUNDING 3                 | CUSIP: N/A<br>LEI: 2138003VKRGBYNDTVV92       | Long             | DBT              | CORP              | GB        |       7737000 | PA      | $9417586.49    | 0.01%             | 2045-10-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                                               | SR-BOLIGKREDITT                | CUSIP: N/A<br>LEI: 5493005EFLOPQ4K0ZF42       | Long             | DBT              | CORP              | NO        |      28840000 | PA      | $32174231.62   | 0.03%             | 2028-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117GX51<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7730229.94    | 0.01%             | 2028-09-08      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $75374.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       2231000 | PA      | $2480239.53    | 0.00%             | 2027-02-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       8513000 | PA      | $9301797.52    | 0.01%             | 2027-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BF7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       5800000 | PA      | $4184669.29    | 0.00%             | 2031-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853DS5<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       2700000 | PA      | $1963348.69    | 0.00%             | 2026-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAW1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       2750000 | PA      | $2089624.98    | 0.00%             | 2034-01-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5000000000 | PA      | $34890086.03   | 0.03%             | 2026-08-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Canton of Solothurn                                                              | CANTON SOLOTHURN               | CUSIP: N/A<br>LEI: 894500774THBEXVXPT47       | Long             | DBT              | NUSS              | CH        |      10000000 | PA      | $12484549.59   | 0.01%             | 2045-02-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6303065.83    | 0.00%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $11619654.50   | 0.01%             | 2174-04-16      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: ZS6149380<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       2500000 | PA      | $2586324.34    | 0.00%             | 2031-05-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28826603.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       9600000 | PA      | $6318964.15    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                            | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |       5452000 | PA      | $3929419.38    | 0.00%             | 2050-04-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: ZR6340908<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5901913.89    | 0.00%             | 2029-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Primaris Real Estate Investment Trust                                            | PRIMARIS REAL ES               | CUSIP: 74167KAC3<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1148510.59    | 0.00%             | 2028-03-29      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBQ5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       2939000 | PA      | $2080189.07    | 0.00%             | 2028-01-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  422095000000 | PA      | $26044115.86   | 0.02%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      50786000 | PA      | $30222674.99   | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LB88<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7522849.27    | 0.01%             | 2028-12-18      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |       2500000 | PA      | $2727750.82    | 0.00%             | 2028-08-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       4000000 | PA      | $4573471.13    | 0.00%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-16367700.46  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-138442.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      57819000 | PA      | $14694710.24   | 0.01%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       8575000 | PA      | $11041529.90   | 0.01%             | 2033-08-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      13800000 | PA      | $14397157.52   | 0.01%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AP9082656<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $4124972.72    | 0.00%             | 2027-12-17      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       3918000 | PA      | $2798226.73    | 0.00%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       2302000 | PA      | $2139183.77    | 0.00%             | 2032-10-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       4550000 | PA      | $2400661.72    | 0.00%             | 2032-06-29      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13459760.81   | 0.01%             | 2036-08-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6775005.01    | 0.01%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     301300000 | PA      | $2075455.68    | 0.00%             | 2027-08-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      42936000 | PA      | $43647390.21   | 0.03%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  340000000000 | PA      | $20709670.36   | 0.02%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                       | HYUNDAI CAP CAN                | CUSIP: 44932WAB6<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       9166000 | PA      | $6618350.66    | 0.01%             | 2027-02-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      18000000 | PA      | $18677593.01   | 0.01%             | 2031-02-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAB5<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       3100000 | PA      | $2236088.51    | 0.00%             | 2044-12-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $7776823.80    | 0.01%             | 2028-02-23      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                          | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |       5100000 | PA      | $4875383.20    | 0.00%             | 2031-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     831400000 | PA      | $5735636.60    | 0.00%             | 2027-05-21      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                        | NESTLE SA                      | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | DBT              | CORP              | CH        |       2000000 | PA      | $2646205.13    | 0.00%             | 2033-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       1683000 | PA      | $1866350.22    | 0.00%             | 2026-12-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9900292.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     105300000 | PA      | $15543457.57   | 0.01%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5377801.11    | 0.00%             | 2029-04-17      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       4654000 | PA      | $4808108.93    | 0.00%             | 2037-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PLENARY PCL HEALTH HIEP                                                          | PLENARY PCL                    | CUSIP: 72909UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2932000 | PA      | $2106869.78    | 0.00%             | 2060-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       9000000 | PA      | $10619406.41   | 0.01%             | 2028-07-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      10900000 | PA      | $12620333.19   | 0.01%             | 2027-07-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1034469.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1800000000 | PA      | $11816253.46   | 0.01%             | 2036-01-31      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6308450000 | PA      | $42640537.81   | 0.03%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                          | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |       2366000 | PA      | $3063358.54    | 0.00%             | 2029-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5825361.46    | 0.00%             | 2027-04-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     121655000 | PA      | $133246768.12  | 0.11%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wales & West Utilities Finance PLC                                               | WALES & WEST                   | CUSIP: N/A<br>LEI: 213800PMB3SYMEH5NH78       | Long             | DBT              | CORP              | GB        |       2457000 | PA      | $3380875.69    | 0.00%             | 2030-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $11235828.89   | 0.01%             | 2028-05-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $9754453.97    | 0.01%             | 2030-05-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |       3810000 | PA      | $4469639.66    | 0.00%             | 2030-06-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      72207737 | PA      | $79396363.07   | 0.06%             | 2029-12-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |      11585000 | PA      | $13621778.72   | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     760000000 | PA      | $5506617.79    | 0.00%             | 2027-10-20      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |       5800000 | PA      | $6572100.70    | 0.01%             | 2026-05-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      12000000 | PA      | $11583731.81   | 0.01%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     139681000 | PA      | $88563590.08   | 0.07%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      22500000 | PA      | $21690069.94   | 0.02%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $587882.24     | 0.00%             | 2029-11-13      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4427620.25    | 0.00%             | 2027-07-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    1974720000 | PA      | $4704603.47    | 0.00%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $1035798.31    | 0.00%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       3566000 | PA      | $3613215.32    | 0.00%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Firmenich Productions Participations SAS                                         | FIRMENICH                      | CUSIP: N/A<br>LEI: 635400DX7HXMEAP36T24       | Long             | DBT              | CORP              | FR        |       4913000 | PA      | $5263465.11    | 0.00%             | 2030-04-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      17000000 | PA      | $4315039.68    | 0.00%             | 2035-10-31      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5895150000 | PA      | $25631442.62   | 0.02%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3653162.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     149969000 | PA      | $95585619.10   | 0.08%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28041233.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Newfoundland & Labrador Hydro                                                    | NEWFLD & LAB HYD               | CUSIP: 651329BA1<br>LEI: 54930010KSPD8P06YF46 | Long             | DBT              | NUSS              | CA        |        981000 | PA      | $843905.35     | 0.00%             | 2031-08-27      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       6000000 | PA      | $6739552.00    | 0.01%             | 2035-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAR4<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       1800000 | PA      | $1370040.37    | 0.00%             | 2052-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                        | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |       3910000 | PA      | $4765285.01    | 0.00%             | 2028-06-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |       1986000 | PA      | $1921435.41    | 0.00%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Clover LP                                                                        | CLOVER LP                      | CUSIP: 18914LAB6<br>LEI: 54930041L1MJLN5X9F27 | Long             | DBT              | CORP              | CA        |        477768 | PA      | $345819.54     | 0.00%             | 2034-06-30      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5269762.04    | 0.00%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBA0<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |        400000 | PA      | $255057.42     | 0.00%             | 2052-11-14      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                  | CUSIP: 87262KAG0<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |       1984000 | PA      | $1504319.43    | 0.00%             | 2029-08-16      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| TriSummit Utilities Inc                                                          | ALTAGAS CANADA                 | CUSIP: 02091ZAA6<br>LEI: 5493002OUQ05FKTI7O39 | Long             | DBT              | CORP              | CA        |       1335000 | PA      | $988464.57     | 0.00%             | 2028-12-05      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $252475.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBY1<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2250000 | PA      | $1673616.46    | 0.00%             | 2028-02-14      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12045136.16   | 0.01%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     253573000 | PA      | $236841178.93  | 0.19%             | 2032-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      37521000 | PA      | $40319421.22   | 0.03%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LC3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5724464.13    | 0.00%             | 2035-02-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     524000000 | PA      | $72142054.25   | 0.06%             | 2026-09-04      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29329574.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                         | HONDA CANADA FIN               | CUSIP: 438121BH7<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7595356.88    | 0.01%             | 2029-02-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27322146.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       7500000 | PA      | $8599614.94    | 0.01%             | 2030-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      17000000 | PA      | $20033594.34   | 0.02%             | 2036-02-08      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $3023178.69    | 0.00%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      40000000 | PA      | $44673860.27   | 0.04%             | 2026-05-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCQ5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       2600000 | PA      | $1995740.46    | 0.00%             | 2029-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     487600000 | PA      | $3495664.01    | 0.00%             | 2027-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                            | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |       4794000 | PA      | $4868133.21    | 0.00%             | 2030-04-03      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551DF3<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |        931000 | PA      | $685568.52     | 0.00%             | 2042-07-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      27000000 | PA      | $31809959.12   | 0.03%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10100200000 | PA      | $69925786.87   | 0.06%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       4913000 | PA      | $5265592.32    | 0.00%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $6027172.85    | 0.00%             | 2027-01-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |       4587000 | PA      | $5340933.67    | 0.00%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      12853000 | PA      | $13176208.77   | 0.01%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       2780000 | PA      | $3801231.60    | 0.00%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Finance Netherlands BV                                              | TOYOTA MOTOR FIN               | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |       4900000 | PA      | $5704137.02    | 0.00%             | 2027-04-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $13072102.89   | 0.01%             | 2029-02-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      74683000 | PA      | $21145337.46   | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      35000000 | PA      | $39893316.64   | 0.03%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      70000000 | PA      | $45002655.72   | 0.04%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |       7600000 | PA      | $9599904.74    | 0.01%             | 2027-02-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAQ6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       1103000 | PA      | $636422.60     | 0.00%             | 2051-10-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      70610000 | PA      | $16853949.17   | 0.01%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5951000000 | PA      | $43942990.62   | 0.03%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBU3<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1907000 | PA      | $1208284.24    | 0.00%             | 2047-11-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      10000000 | PA      | $11120117.27   | 0.01%             | 2034-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 86721ZAX7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3738979.04    | 0.00%             | 2026-11-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canary Wharf Finance II PLC                                                      | CANARY WHARF II                | CUSIP: EC3985420<br>LEI: 213800O9MO3KVXP3XQ22 | Long             | DBT              | CORP              | GB        |        338000 | PA      | $467555.33     | 0.00%             | 2037-10-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       4200000 | PA      | $4902411.34    | 0.00%             | 2031-01-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    2550000000 | PA      | $77310213.74   | 0.06%             | 2027-03-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $81638.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      12800000 | PA      | $11879841.17   | 0.01%             | 2036-10-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |       7400000 | PA      | $8360269.14    | 0.01%             | 2027-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ferrovie dello Stato Italiane SpA                                                | FERROVIE DEL                   | CUSIP: N/A<br>LEI: 549300J4SXC5ALCJM731       | Long             | DBT              | CORP              | IT        |       7000000 | PA      | $8479581.84    | 0.01%             | 2033-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: BH5921227<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      12300000 | PA      | $12660326.46   | 0.01%             | 2030-04-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      75760000 | PA      | $43763284.65   | 0.03%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     101001000 | PA      | $100111849.68  | 0.08%             | 2032-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $9068079.80    | 0.01%             | 2051-11-19      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-102665.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  135000000000 | PA      | $97288673.58   | 0.08%             | 2026-12-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAR0<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       1265000 | PA      | $991577.30     | 0.00%             | 2034-01-25      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      19254000 | PA      | $21814065.32   | 0.02%             | 2035-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-30609003.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      11556000 | PA      | $12062244.04   | 0.01%             | 2028-07-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $81638.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6525527.96    | 0.01%             | 2040-02-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5843594.69    | 0.00%             | 2027-06-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133BB2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       4223000 | PA      | $4747485.88    | 0.00%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     280214516 | PA      | $221045452.27  | 0.17%             | 2038-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        982000 | PA      | $713165.36     | 0.00%             | 2026-04-24      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                            | PEEL REG ONTARIO               | CUSIP: 705464DQ5<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |       3419000 | PA      | $2667999.27    | 0.00%             | 2040-06-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |       9800000 | PA      | $70895.41      | 0.00%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| RMPA Services PLC                                                                | RMPA SERVS PLC                 | CUSIP: N/A<br>LEI: 894500HR4WSN0TNS0D12       | Long             | DBT              | CORP              | GB        |       1783716 | PA      | $2406826.43    | 0.00%             | 2038-09-30      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      42500000 | PA      | $46722561.51   | 0.04%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06369ZCG7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       4087000 | PA      | $2914317.08    | 0.00%             | 2031-07-22      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1268669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      58850000 | PA      | $7438230.70    | 0.01%             | 2029-01-17      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06415GM98<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       1725000 | PA      | $1320263.27    | 0.00%             | 2033-08-02      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      34000000 | PA      | $37260206.70   | 0.03%             | 2027-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Isle of Man Government International Bond                                        | ISLE OF MAN                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IM        |       5732000 | PA      | $3415655.72    | 0.00%             | 2051-09-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   35000000000 | PA      | $23783289.13   | 0.02%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       3000000 | PA      | $3317535.51    | 0.00%             | 2031-05-13      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5453150000 | PA      | $39884029.41   | 0.03%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-120993.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBH5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       4500000 | PA      | $4893901.98    | 0.00%             | 2033-05-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 669816AG5<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $610975.60     | 0.00%             | 2053-03-24      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AXA Home Loan SFH SA                                                             | AXA HOME LOAN                  | CUSIP: N/A<br>LEI: 969500AIOJG7FHMDYZ30       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5061906.88    | 0.00%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       4529000 | PA      | $5476097.56    | 0.00%             | 2027-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       1600000 | PA      | $1657385.13    | 0.00%             | 2173-05-11      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: BH5287488<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $8796514.45    | 0.01%             | 2028-04-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                               | LABRADOR-ISLAND                | CUSIP: 505443AB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       3311000 | PA      | $2262022.31    | 0.00%             | 2045-12-01      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     515253000 | PA      | $490618505.11  | 0.39%             | 2031-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAQ4<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       9000000 | PA      | $6669537.94    | 0.01%             | 2027-01-20      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |        238000 | PA      | $240327.70     | 0.00%             | 2031-10-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $17486112.24   | 0.01%             | 2027-08-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     800000000 | PA      | $4762454.61    | 0.00%             | 2038-05-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      19800000 | PA      | $20823687.16   | 0.02%             | 2029-02-18      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3846581.00    | 0.00%             | 2028-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AB2<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       1250000 | PA      | $1013170.79    | 0.00%             | 2040-12-10      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $428181.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty Ltd                                         | NSW ELECTRICITY                | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |        760000 | PA      | $451912.68     | 0.00%             | 2029-04-23      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       4500000 | PA      | $5069655.69    | 0.00%             | 2038-04-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: AU5739852<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |       4796000 | PA      | $6150653.52    | 0.00%             | 2051-10-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       2079000 | PA      | $3056813.19    | 0.00%             | 2038-06-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       2351000 | PA      | $4516620.37    | 0.00%             | 2064-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: ZR5213932<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4118110.99    | 0.00%             | 2029-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      13000000 | PA      | $15215718.07   | 0.01%             | 2030-06-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       4000000 | PA      | $3987864.45    | 0.00%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-16431639.25  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |       4100000 | PA      | $4217500.83    | 0.00%             | 2049-09-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       9223000 | PA      | $12288335.14   | 0.01%             | 2058-05-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SACA                                                              | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6196561.35    | 0.00%             | 2050-07-27      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      21294000 | PA      | $8395740.66    | 0.01%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $3108983.27    | 0.00%             | 2051-06-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: AZ4612505<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |       2513000 | PA      | $2731748.79    | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      35000000 | PA      | $39260510.30   | 0.03%             | 2034-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       6470000 | PA      | $8126149.11    | 0.01%             | 2026-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                        | SOUTHERN GAS NET               | CUSIP: EH3443791<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |         82000 | PA      | $110024.38     | 0.00%             | 2040-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       9947000 | PA      | $10978891.56   | 0.01%             | 2027-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NE Property BV                                                                   | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |       2908000 | PA      | $3249460.53    | 0.00%             | 2026-10-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |      28158000 | PA      | $15757643.97   | 0.01%             | 2032-01-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14043557.12  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      11000000 | PA      | $12809223.10   | 0.01%             | 2033-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      15000000 | PA      | $17700155.99   | 0.01%             | 2031-01-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1072124.97    | 0.00%             | 2030-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |      12000000 | PA      | $8734527.58    | 0.01%             | 2041-03-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       2130000 | PA      | $2484924.40    | 0.00%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |       4800000 | PA      | $5325422.05    | 0.00%             | 2029-10-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       1051000 | PA      | $754975.24     | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       4913000 | PA      | $5376467.64    | 0.00%             | 2027-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      15400000 | PA      | $17698797.12   | 0.01%             | 2029-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       6769000 | PA      | $8232838.07    | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUS SA                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       5600000 | PA      | $7204403.44    | 0.01%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29105660.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       7206000 | PA      | $5167055.87    | 0.00%             | 2039-01-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ottawa MacDonald-Cartier International Airport Authority                         | OTTAWA MACDONALD               | CUSIP: 689561AD0<br>LEI: 2549008095NAOCVM4L78 | Long             | DBT              | CORP              | CA        |        620386 | PA      | $413143.60     | 0.00%             | 2045-06-09      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      61639000 | PA      | $45281415.12   | 0.04%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |       4000000 | PA      | $4461131.79    | 0.00%             | 2026-07-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: EG2525376<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        750000 | PA      | $1011365.74    | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      33000000 | PA      | $38828445.20   | 0.03%             | 2032-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |       4243000 | PA      | $5443742.72    | 0.00%             | 2027-03-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                   | VILLE DE PARIS                 | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5526850.26    | 0.00%             | 2048-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $112726.84     | 0.00%             | 2026-05-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      64134100 | PA      | $40746580.17   | 0.03%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      22000000 | PA      | $25675397.09   | 0.02%             | 2029-04-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11789970.65   | 0.01%             | 2033-02-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                                | BLEND FND PLC                  | CUSIP: N/A<br>LEI: 213800Y8TMLUT9SN1E94       | Long             | DBT              | CORP              | GB        |       5071000 | PA      | $3968384.11    | 0.00%             | 2056-04-05      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AMCO - Asset Management Co SpA                                                   | AMCO SPA                       | CUSIP: N/A<br>LEI: 815600188E751D28E867       | Long             | DBT              | CORP              | IT        |       4552000 | PA      | $4895358.15    | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117FZ44<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       8120000 | PA      | $5809137.29    | 0.00%             | 2027-01-07      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Home Loan SFH SA                                                     | BNP PARIBAS HOME               | CUSIP: N/A<br>LEI: 969500O7DJZNM0F0Z036       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11583203.91   | 0.01%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     140000000 | PA      | $21025007.16   | 0.02%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |        737000 | PA      | $1018296.32    | 0.00%             | 2038-01-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      13050000 | PA      | $17827162.71   | 0.01%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1038500000 | PA      | $6909337.77    | 0.01%             | 2030-10-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     141182000 | PA      | $155365262.82  | 0.12%             | 2027-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAD2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       7747000 | PA      | $5239066.38    | 0.00%             | 2044-06-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | FORTISBC ENERGY                | CUSIP: 34959ZAM4<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |        400000 | PA      | $289496.56     | 0.00%             | 2052-11-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |       5500000 | PA      | $6452789.02    | 0.01%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2749596.59    | 0.00%             | 2028-09-20      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1378669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       4000000 | PA      | $3806568.95    | 0.00%             | 2032-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $6125805.54    | 0.00%             | 2029-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28711861.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AO2464011<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2757610.85    | 0.00%             | 2027-07-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Avinor AS                                                                        | AVINOR AS                      | CUSIP: N/A<br>LEI: 5967007LIEEXZX8ZW078       | Long             | DBT              | CORP              | NO        |       8000000 | PA      | $8087351.84    | 0.01%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |       5790000 | PA      | $7045377.95    | 0.01%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27655789.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1350497.13    | 0.00%             | 2030-06-20      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                         | BERTELSMANN SE                 | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |       7900000 | PA      | $9153280.80    | 0.01%             | 2029-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $156533.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: 64953BAU2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       5207000 | PA      | $3650624.45    | 0.00%             | 2028-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $10842042.12   | 0.01%             | 2027-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     106019000 | PA      | $57190711.84   | 0.05%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      36401467 | PA      | $46879124.42   | 0.04%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Merck KGaA                                                                       | MERCK                          | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | DBT              | CORP              | DE        |       5400000 | PA      | $5979046.71    | 0.00%             | 2080-09-09      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      87902500 | PA      | $54166727.72   | 0.04%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBQ5<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1476071.23    | 0.00%             | 2052-09-14      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      10400000 | PA      | $10698496.23   | 0.01%             | 2030-07-11      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      13900000 | PA      | $10521542.79   | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| George Weston Ltd                                                                | WESTON (GEORGE)                | CUSIP: 9611488Z9<br>LEI: 549300FAHC3L1QKNT280 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1479319.45    | 0.00%             | 2029-09-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6894964.33    | 0.01%             | 2028-09-27      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      27487837 | PA      | $30504187.80   | 0.02%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WRG1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       8300000 | PA      | $6209181.47    | 0.00%             | 2032-08-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     700000000 | PA      | $4841879.14    | 0.00%             | 2026-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      54491000 | PA      | $62574033.22   | 0.05%             | 2030-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1182973.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vesteda Finance BV                                                               | VESTEDA FINANC                 | CUSIP: N/A<br>LEI: 72450072M9HBDGD2GH67       | Long             | DBT              | CORP              | NL        |       1906000 | PA      | $2113786.69    | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      19351000 | PA      | $21480515.59   | 0.02%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   10885000000 | PA      | $11494857.27   | 0.01%             | 2034-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GN0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       4600000 | PA      | $3325480.01    | 0.00%             | 2055-10-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      12276000 | PA      | $14834125.51   | 0.01%             | 2028-10-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1121195.18    | 0.00%             | 2173-07-14      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-861091.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3984174.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   20200000000 | PA      | $17621231.25   | 0.01%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |        100000 | PA      | $106622.49     | 0.00%             | 2030-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 86721ZAR0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |       3878000 | PA      | $2287462.74    | 0.00%             | 2051-03-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $6166364.37    | 0.00%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       5300000 | PA      | $6599010.54    | 0.01%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       8500000 | PA      | $12369597.03   | 0.01%             | 2034-11-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $9746519.03    | 0.01%             | 2031-06-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAV4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       4800000 | PA      | $3908015.44    | 0.00%             | 2049-03-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |       5518000 | PA      | $6151746.52    | 0.00%             | 2026-05-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1337184.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |       2200000 | PA      | $2752304.51    | 0.00%             | 2031-04-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7055473.10    | 0.01%             | 2027-05-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       4535000 | PA      | $5351431.32    | 0.00%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AT8<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       4925000 | PA      | $3573324.71    | 0.00%             | 2029-12-12      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| AG Insurance SA                                                                  | AG INSURANCE                   | CUSIP: N/A<br>LEI: G05OZ4J4E05KDATL0J93       | Long             | DBT              | CORP              | BE        |       1300000 | PA      | $1469665.56    | 0.00%             | 2047-06-30      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       2683000 | PA      | $2884367.32    | 0.00%             | 2028-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $806568.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAU9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       4250000 | PA      | $2883391.32    | 0.00%             | 2031-06-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      86164000 | PA      | $48378227.40   | 0.04%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29997974.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mountain View Partners GP                                                        | MOUNTAIN VIEW PT               | CUSIP: N/A<br>LEI: 5493000LE2PFR6X4RR93       | Long             | DBT              | CORP              | CA        |         29746 | PA      | $18513.33      | 0.00%             | 2051-03-31      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       4728000 | PA      | $3707600.75    | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823ZAB8<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |         25000 | PA      | $21170.93      | 0.00%             | 2039-11-23      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EK0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |        957000 | PA      | $979798.44     | 0.00%             | 2031-03-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                     | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |      89000000 | PA      | $604631.88     | 0.00%             | 2029-05-25      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      56000000 | PA      | $41067108.08   | 0.03%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                             | SARTORIUS FIN                  | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5991722.26    | 0.00%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCG6<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $761042.22     | 0.00%             | 2034-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hospital for Sick Children/The                                                   | HOSP SICK CHILDR               | CUSIP: 44107DAA9<br>LEI: 549300RURFL2KSCOHD12 | Long             | DBT              | CORP              | CA        |        850000 | PA      | $665897.25     | 0.00%             | 2049-12-16      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      21318000 | PA      | $22622142.02   | 0.02%             | 2029-11-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nouvelle Autoroute 30 Financement Inc                                            | NOUVELLE AUTO                  | CUSIP: 66980CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1430997 | PA      | $949251.40     | 0.00%             | 2042-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     233494000 | PA      | $256052847.61  | 0.20%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                                               | HELVETIA EUROPE                | CUSIP: N/A<br>LEI: 549300KW3XYA7W477U50       | Long             | DBT              | CORP              | LU        |       6257000 | PA      | $6553554.48    | 0.01%             | 2041-09-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       4900000 | PA      | $5994807.33    | 0.00%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27985533.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       7314000 | PA      | $8144515.66    | 0.01%             | 2026-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      55605000 | PA      | $35532942.71   | 0.03%             | 2026-07-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3971850000 | PA      | $28765211.08   | 0.02%             | 2032-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2653180.30    | 0.00%             | 2033-07-25      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       5855000 | PA      | $6528527.07    | 0.01%             | 2026-05-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     131410444 | PA      | $109081257.53  | 0.09%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Euroclear Holding NV                                                             | EUROCLEAR                      | CUSIP: N/A<br>LEI: 549300IQZVZ949N37S44       | Long             | DBT              | CORP              | BE        |       3000000 | PA      | $3322114.71    | 0.00%             | 2026-12-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $4512901.01    | 0.00%             | 2037-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   20000000000 | PA      | $14746495.95   | 0.01%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      29000000 | PA      | $18387285.98   | 0.01%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3559709.49    | 0.00%             | 2029-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1568020.11    | 0.00%             | 2033-11-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 391906AJ3<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |        590000 | PA      | $336006.67     | 0.00%             | 2051-10-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      12000000 | PA      | $13932529.24   | 0.01%             | 2032-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BG5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       3500000 | PA      | $3970917.12    | 0.00%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      50000000 | PA      | $57703185.24   | 0.05%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      47014000 | PA      | $38303274.27   | 0.03%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |        200000 | PA      | $211240.41     | 0.00%             | 2030-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-305877.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      30000000 | PA      | $18970931.19   | 0.01%             | 2028-02-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      10000000 | PA      | $11122480.40   | 0.01%             | 2031-05-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2243260.39    | 0.00%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DM9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       8770000 | PA      | $8852412.64    | 0.01%             | 2030-05-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1690295.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       5120000 | PA      | $7437698.03    | 0.01%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBG2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       4700000 | PA      | $4998470.81    | 0.00%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3281809.72    | 0.00%             | 2028-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |      39200000 | PA      | $42693912.17   | 0.03%             | 2028-07-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29941717.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |       2975000 | PA      | $3366620.08    | 0.00%             | 2028-05-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |       9725000 | PA      | $10759884.70   | 0.01%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCP7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      10650000 | PA      | $8142804.13    | 0.01%             | 2053-08-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       5500000 | PA      | $2596040.25    | 0.00%             | 2039-11-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   33000000000 | PA      | $223416254.72  | 0.18%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       7205000 | PA      | $5579532.98    | 0.00%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |       4000000 | PA      | $4344566.91    | 0.00%             | 2027-06-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   10000000000 | PA      | $7251043.26    | 0.01%             | 2055-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      19000000 | PA      | $22375681.32   | 0.02%             | 2029-03-14      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AV1<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |       4025000 | PA      | $2956460.31    | 0.00%             | 2032-01-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |       6740000 | PA      | $7402175.80    | 0.01%             | 2027-04-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      15370000 | PA      | $17930794.33   | 0.01%             | 2034-08-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                              | BRITISH COL FER                | CUSIP: 110574AK6<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |        950000 | PA      | $503359.91     | 0.00%             | 2049-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     541410000 | PA      | $21417018.63   | 0.02%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $98264792.28   | 0.08%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAJ8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       1681000 | PA      | $936229.09     | 0.00%             | 2050-02-28      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      15052000 | PA      | $13557811.97   | 0.01%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAM0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       2750000 | PA      | $2035993.60    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12066620.67   | 0.01%             | 2029-07-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5315323.84    | 0.00%             | 2045-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17184514.16   | 0.01%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                             | EIKA BOLIGKREDIT               | CUSIP: N/A<br>LEI: 549300T7MMTBQXCJOQ79       | Long             | DBT              | CORP              | NO        |       2500000 | PA      | $2917751.65    | 0.00%             | 2033-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                              | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |      27000000 | PA      | $28658272.24   | 0.02%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       9000000 | PA      | $8773063.08    | 0.01%             | 2031-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                        | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |       4086000 | PA      | $4502534.73    | 0.00%             | 2027-04-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DB0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       4950000 | PA      | $3705775.53    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2953648.29    | 0.00%             | 2031-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       8200000 | PA      | $9105030.29    | 0.01%             | 2027-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       7200000 | PA      | $8076983.72    | 0.01%             | 2026-11-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      11882000 | PA      | $12999372.04   | 0.01%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Ferrovie dello Stato Italiane SpA                                                | FERROVIE DEL                   | CUSIP: N/A<br>LEI: 549300J4SXC5ALCJM731       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11616345.45   | 0.01%             | 2027-04-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                  | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5649812.68    | 0.00%             | 2026-12-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                       | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |       1000000 | PA      | $1066340.41    | 0.00%             | 2028-05-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $75773528.47   | 0.06%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $4562104.15    | 0.00%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                    | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  134895000000 | PA      | $34221973.74   | 0.03%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | N/A       |      15607000 | PA      | $18059274.73   | 0.01%             | 2031-07-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1660500000 | PA      | $69067333.44   | 0.05%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7425232.29    | 0.01%             | 2029-02-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13663570.75  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     304124000 | PA      | $28954721.86   | 0.02%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $7818406.10    | 0.01%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      10333000 | PA      | $11562615.87   | 0.01%             | 2026-05-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   18662350000 | PA      | $68683530.43   | 0.05%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      81074000 | PA      | $91827428.09   | 0.07%             | 2035-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   52000000000 | PA      | $33342590.22   | 0.03%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 56344ZPV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       3936000 | PA      | $2248285.97    | 0.00%             | 2052-09-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       5000000 | PA      | $5548484.87    | 0.00%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Investitionsbank Berlin                                                          | INVESTBNK BERLIN               | CUSIP: N/A<br>LEI: 529900OBCZMX3TFA0673       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17470376.53   | 0.01%             | 2033-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |       1148000 | PA      | $728108.73     | 0.00%             | 2026-12-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Community Finance Co 1 PLC                                                       | COM FINANCE 1                  | CUSIP: N/A<br>LEI: 213800VZPKVQ7LLB8E76       | Long             | DBT              | CORP              | GB        |       2097000 | PA      | $2785902.39    | 0.00%             | 2034-07-31      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2527248.67    | 0.00%             | 2034-02-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      88654000 | PA      | $81328158.15   | 0.06%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      40577000 | PA      | $43766632.64   | 0.03%             | 2029-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      12016000 | PA      | $7893505.32    | 0.01%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1253181.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |        360000 | PA      | $287139.12     | 0.00%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2184894.34    | 0.00%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      98250000 | PA      | $77789860.64   | 0.06%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      30000000 | PA      | $27944165.20   | 0.02%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       2439000 | PA      | $2704273.08    | 0.00%             | 2030-03-12      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Zurich Insurance Co Ltd                              | ARGENTUM NET                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       1004000 | PA      | $1105141.80    | 0.00%             | 2049-02-19      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Investitionsbank Berlin                                                          | INVESTBNK BERLIN               | CUSIP: N/A<br>LEI: 529900OBCZMX3TFA0673       | Long             | DBT              | CORP              | DE        |       5500000 | PA      | $5333669.56    | 0.00%             | 2032-02-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       2157700 | PA      | $1170022.88    | 0.00%             | 2037-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBD0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $419543.62     | 0.00%             | 2045-05-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       3600000 | PA      | $4052267.41    | 0.00%             | 2027-09-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                     | FORD CRED CANADA               | CUSIP: 34527ACT5<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       3800000 | PA      | $2731628.87    | 0.00%             | 2029-02-09      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAE4<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       1800000 | PA      | $1333795.69    | 0.00%             | 2034-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAJ5<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       2365000 | PA      | $1268423.13    | 0.00%             | 2050-07-08      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                     | 3I GROUP PLC                   | CUSIP: EC1986149<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |       2439000 | PA      | $3324336.43    | 0.00%             | 2032-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                                   | ABB FINANCE BV                 | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |      12151000 | PA      | $12046176.12   | 0.01%             | 2030-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GE1<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       4700000 | PA      | $3233284.64    | 0.00%             | 2031-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                      | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |       7911000 | PA      | $8817790.21    | 0.01%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       7493000 | PA      | $9649087.39    | 0.01%             | 2028-01-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2748189.14    | 0.00%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAJ5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       9796000 | PA      | $6781211.01    | 0.01%             | 2035-05-13      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU                      | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |        125000 | PA      | $172656.51     | 0.00%             | 2028-03-31      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| FIL Ltd/Bermuda                                                                  | FIL LTD/BERMUDA                | CUSIP: N/A<br>LEI: 549300SGJNFISS8EB433       | Long             | DBT              | CORP              | BM        |       1337000 | PA      | $1501798.81    | 0.00%             | 2026-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      30000000 | PA      | $34197078.61   | 0.03%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SP Distribution PLC                                                              | SP DISTRIBUTION                | CUSIP: N/A<br>LEI: 213800V3K259FGE7VX47       | Long             | DBT              | CORP              | GB        |       3687000 | PA      | $4980099.45    | 0.00%             | 2026-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                        | PLATFORM HG FIN                | CUSIP: N/A<br>LEI: 213800UCFCI3SEDD1530       | Long             | DBT              | CORP              | GB        |       2452000 | PA      | $1290383.80    | 0.00%             | 2055-08-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |        400000 | PA      | $510226.08     | 0.00%             | 2040-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                                           | FUJIFILM HOLDING               | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1378951.18    | 0.00%             | 2027-04-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CP4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |         64000 | PA      | $47705.93      | 0.00%             | 2028-11-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: ZP3535157<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $1214756.24    | 0.00%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: N/A<br>LEI: B6Q2VFHD1797Q7NZ3E43       | Long             | DBT              | CORP              | US        |       5750000 | PA      | $7832664.23    | 0.01%             | 2030-09-06      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     200000000 | PA      | $28157581.10   | 0.02%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-47573798.15  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services Nederland BV                                 | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 54930007FVPKN1NNHV37       | Long             | DBT              | CORP              | NL        |       8404000 | PA      | $8633617.69    | 0.01%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: ZR5694701<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $1649140.86    | 0.00%             | 2049-09-30      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63309ZNM6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4550236.62    | 0.00%             | 2034-02-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       3704000 | PA      | $4047135.69    | 0.00%             | 2041-08-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      10000000 | PA      | $13131348.32   | 0.01%             | 2029-10-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       5100000 | PA      | $5348485.54    | 0.00%             | 2032-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Highland Holdings Sarl                                                           | HIGHLAND HOLDING               | CUSIP: N/A<br>LEI: 549300WGY8GPJM4PQR36       | Long             | DBT              | CORP              | LU        |       4000000 | PA      | $3884552.11    | 0.00%             | 2031-12-15      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      12829000 | PA      | $12960757.80   | 0.01%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $7057357.35    | 0.01%             | 2028-04-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAK3<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       4700000 | PA      | $3136511.21    | 0.00%             | 2053-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      35805000 | PA      | $44102847.45   | 0.03%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Mapfre SA                                                                        | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |        600000 | PA      | $673036.57     | 0.00%             | 2026-05-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sika Capital BV                                                                  | SIKA CAPITAL BV                | CUSIP: N/A<br>LEI: 549300QW8B2Z3FSBS808       | Long             | DBT              | CORP              | NL        |      11000000 | PA      | $12929102.59   | 0.01%             | 2030-05-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2404058.10    | 0.00%             | 2034-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8752050000 | PA      | $42665148.06   | 0.03%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: N/A<br>LEI: D01LMJZU09ULLNCY6Z23       | Long             | DBT              | CORP              | US        |        500000 | PA      | $607178.99     | 0.00%             | 2050-02-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: AM3605921<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              | CORP              | GB        |       2400000 | PA      | $2950584.10    | 0.00%             | 2031-02-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       4500000 | PA      | $4918227.79    | 0.00%             | 2027-02-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5665459.61    | 0.00%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     400000000 | PA      | $2752457.41    | 0.00%             | 2031-12-16      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                          | HEIDELBERG MATER               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9284951.55    | 0.01%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       7500000 | PA      | $9362008.61    | 0.01%             | 2043-11-03      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 37482ZAF8<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       1400000 | PA      | $1091346.10    | 0.00%             | 2033-07-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     135249000 | PA      | $145071842.65  | 0.11%             | 2049-09-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      43150000 | PA      | $31650114.97   | 0.02%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14430398.74   | 0.01%             | 2030-07-10      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJK0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      35700000 | PA      | $26598750.35   | 0.02%             | 2033-06-15      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12679950000 | PA      | $85083404.54   | 0.07%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peabody Capital No 2 Plc                                                         | PEABODY CAPITAL                | CUSIP: N/A<br>LEI: 213800K1DLWVMZFBYD79       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1077909.02    | 0.00%             | 2034-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DP4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |        684000 | PA      | $951777.00     | 0.00%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Essity AB                                                                        | ESSITY AB                      | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | DBT              | CORP              | SE        |       5684000 | PA      | $5492591.94    | 0.00%             | 2031-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                                              | UNITE GROUP                    | CUSIP: AU7595815<br>LEI: 213800BBUUWVDH9YI827 | Long             | DBT              | CORP              | GB        |       1296000 | PA      | $1653107.63    | 0.00%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $5972835.82    | 0.00%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     852018000 | PA      | $28832715.07   | 0.02%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      40133000 | PA      | $37496589.03   | 0.03%             | 2035-04-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   25000000000 | PA      | $17626827.30   | 0.01%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20250507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2002545.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Vancouver                                                                | VANCOUVER CITY                 | CUSIP: 921577RF1<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | NUSS              | CA        |        628000 | PA      | $389760.78     | 0.00%             | 2052-10-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAJ6<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       1000000 | PA      | $677008.63     | 0.00%             | 2030-07-03      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                            | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |       2057000 | PA      | $2408495.41    | 0.00%             | 2047-04-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 13638ZDC6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      10260000 | PA      | $7459516.40    | 0.01%             | 2026-12-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      19400000 | PA      | $19722789.40   | 0.02%             | 2032-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL               | CUSIP: N/A<br>LEI: BZLRL03D3GPGMOGFO832       | Long             | DBT              | CORP              | US        |       4898000 | PA      | $5467595.32    | 0.00%             | 2026-09-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      11000000 | PA      | $12708248.74   | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GG5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       5331000 | PA      | $3614858.45    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     228090000 | PA      | $18845411.70   | 0.01%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      55000000 | PA      | $62450183.47   | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| University of Ottawa                                                             | UNIV OF OTTAWA                 | CUSIP: 914771AA8<br>LEI: 549300MK3DYR7A7TME46 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $681702.19     | 0.00%             | 2043-04-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      47117000 | PA      | $30938996.92   | 0.02%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14870357.16   | 0.01%             | 2033-07-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |       5000000 | PA      | $3095470.41    | 0.00%             | 2052-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              | CORP              | N/A       |      17632000 | PA      | $22126539.10   | 0.02%             | 2026-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                      | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $2960323.61    | 0.00%             | 2031-05-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  160000000000 | PA      | $111654753.43  | 0.09%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-411283.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                  | CUSIP: 87262KAJ4<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |       4100000 | PA      | $3138146.42    | 0.00%             | 2034-02-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      70000000 | PA      | $44945683.91   | 0.04%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBE5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1740938.62    | 0.00%             | 2041-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Empire Life Insurance Co/The                                                     | EMPIRE LIFE INSU               | CUSIP: 291839AG3<br>LEI: 549300HOPJYSORI1L764 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1063517.30    | 0.00%             | 2031-09-24      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $5874463.15    | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       5606000 | PA      | $5832148.02    | 0.00%             | 2029-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      33282000 | PA      | $26419063.82   | 0.02%             | 2047-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      14000000 | PA      | $15219457.16   | 0.01%             | 2030-09-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CS9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |        225000 | PA      | $162195.71     | 0.00%             | 2029-02-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       1355000 | PA      | $1004375.03    | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: AR9244922<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5312695.62    | 0.00%             | 2028-04-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance Canada Inc                                                 | MER-BENZ CA FIN                | CUSIP: 58769CAB8<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |       1700000 | PA      | $1289677.76    | 0.00%             | 2028-06-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government of the Northwest Territories                                          | GOVT OF THE NWT                | CUSIP: 667915AB8<br>LEI: 549300MHKRYWVMMSH566 | Long             | DBT              | NUSS              | CA        |        491000 | PA      | $225197.44     | 0.00%             | 2051-09-29      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3730000 | PA      | $2681586.18    | 0.00%             | 2027-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6460826.92    | 0.01%             | 2033-09-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Telereal Secured Finance PLC                                                     | TELEREAL SECURED               | CUSIP: N/A<br>LEI: 213800OMYN4NJ6W4AD35       | Long             | DBT              | CORP              | GB        |        947254 | PA      | $1197247.15    | 0.00%             | 2033-12-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      29486000 | PA      | $32184426.51   | 0.03%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       1786000 | PA      | $1956854.92    | 0.00%             | 2026-09-10      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7227104.56    | 0.01%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5470014.01    | 0.00%             | 2030-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $3652342.68    | 0.00%             | 2032-11-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718EX3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       3459000 | PA      | $3715092.39    | 0.00%             | 2029-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3570606.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      10373000 | PA      | $12102420.89   | 0.01%             | 2026-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: AT5926676<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3811182.19    | 0.00%             | 2048-07-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                         | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |       4400000 | PA      | $4582098.29    | 0.00%             | 2028-01-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      15905000 | PA      | $17127801.52   | 0.01%             | 2027-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     134874000 | PA      | $87314485.65   | 0.07%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4400000 | PA      | $3231155.75    | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                             | MMS USA HLDGS                  | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |      12100000 | PA      | $13149723.79   | 0.01%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $17419466.87   | 0.01%             | 2030-06-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Services Finance Ltd                                             | YORKS WATER FIN                | CUSIP: EG4572640<br>LEI: 213800SPVHJCCUH13862 | Long             | DBT              | CORP              | GB        |        400000 | PA      | $515386.72     | 0.00%             | 2037-05-28      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      12300000 | PA      | $14239483.39   | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |       4781000 | PA      | $4442633.64    | 0.00%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $957011.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6952126.64    | 0.01%             | 2029-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      13200000 | PA      | $15262938.05   | 0.01%             | 2035-07-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      25000000 | PA      | $27498215.76   | 0.02%             | 2028-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       7200000 | PA      | $7103704.08    | 0.01%             | 2031-12-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      50000000 | PA      | $56794293.61   | 0.04%             | 2026-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827A98<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       2725000 | PA      | $2004822.98    | 0.00%             | 2055-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12236350000 | PA      | $84947894.50   | 0.07%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | DONG A/S                       | CUSIP: EI2033872<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       1702000 | PA      | $2139558.50    | 0.00%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      19811000 | PA      | $12604891.80   | 0.01%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     164392000 | PA      | $38534246.76   | 0.03%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      29000000 | PA      | $31104019.35   | 0.02%             | 2028-01-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |       3200000 | PA      | $3657140.53    | 0.00%             | 2031-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     109655000 | PA      | $108667652.95  | 0.09%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |       7781000 | PA      | $7488436.26    | 0.01%             | 2174-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       2800000 | PA      | $3046788.35    | 0.00%             | 2032-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SACA                                                              | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       3400000 | PA      | $3561137.06    | 0.00%             | 2051-06-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $6621684.03    | 0.01%             | 2039-11-27      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |        822000 | PA      | $828060.83     | 0.00%             | 2033-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333EE2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |        491000 | PA      | $389758.26     | 0.00%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       7700000 | PA      | $8209574.61    | 0.01%             | 2029-11-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |       8970000 | PA      | $6264405.04    | 0.00%             | 2029-01-26      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2122926.97    | 0.00%             | 2031-07-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                              | EDP SERVICIOS                  | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3471177.22    | 0.00%             | 2030-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: ZP5175648<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5462642.56    | 0.00%             | 2027-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                             | SARTORIUS FIN                  | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $10648868.79   | 0.01%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        770000 | PA      | $590414.01     | 0.00%             | 2052-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 6698278Z3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       4866000 | PA      | $3539435.43    | 0.00%             | 2042-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Holcim Sterling Finance Netherlands BV                                           | HOLCIM STRLNG                  | CUSIP: N/A<br>LEI: 529900KU5LFL22MEGK07       | Long             | DBT              | CORP              | NL        |       1282000 | PA      | $1478568.57    | 0.00%             | 2032-05-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FL6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |        981000 | PA      | $823316.88     | 0.00%             | 2033-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $17301538.18   | 0.01%             | 2034-10-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQT6<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       2135000 | PA      | $1605537.65    | 0.00%             | 2032-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      80000000 | PA      | $82681212.47   | 0.07%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AU6<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       5790000 | PA      | $6454464.46    | 0.01%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     638393000 | PA      | $688246622.60  | 0.54%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5848107.40    | 0.00%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       3900000 | PA      | $4107173.46    | 0.00%             | 2042-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3325050000 | PA      | $14658089.21   | 0.01%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |       6000000 | PA      | $6793515.56    | 0.01%             | 2036-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAL7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       2939000 | PA      | $2064680.12    | 0.00%             | 2029-12-11      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     338332000 | PA      | $389034330.82  | 0.31%             | 2026-08-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $75374.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                    | CALGARY AIRPORT                | CUSIP: 12959CAC3<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |       1450000 | PA      | $913647.25     | 0.00%             | 2041-10-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     125770000 | PA      | $135611795.40  | 0.11%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       5491000 | PA      | $3494227.07    | 0.00%             | 2027-07-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      21375000 | PA      | $15486390.61   | 0.01%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     130450000 | PA      | $145173917.77  | 0.11%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $1312419.78    | 0.00%             | 2049-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $14436691.38   | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       3688000 | PA      | $4810042.97    | 0.00%             | 2029-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1708669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                              | HENKEL AG & CO                 | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2370857.31    | 0.00%             | 2032-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: AM1130609<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |       8200000 | PA      | $7754376.64    | 0.01%             | 2037-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      39726000 | PA      | $23065444.09   | 0.02%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                           | DAIMLER TRUCK                  | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4706533.94    | 0.00%             | 2029-06-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     126160000 | PA      | $142172932.55  | 0.11%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6316650000 | PA      | $43799274.70   | 0.03%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                                   | CONTINENTAL AG                 | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2897460.89    | 0.00%             | 2027-11-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15232950000 | PA      | $103750623.11  | 0.08%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       2945000 | PA      | $3487145.48    | 0.00%             | 2034-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       5515000 | PA      | $6602128.21    | 0.01%             | 2029-06-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      20455000 | PA      | $18024753.79   | 0.01%             | 2046-11-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      84400000 | PA      | $22800092.67   | 0.02%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Digital Stout Holding LLC                                                        | DIGITAL STOUT HO               | CUSIP: N/A<br>LEI: 549300N335X1857YDM81       | Long             | DBT              | CORP              | US        |       4938000 | PA      | $6130673.92    | 0.00%             | 2029-07-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-186                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     240000000 | PA      | $269356851.31  | 0.21%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      10337000 | PA      | $11558078.46   | 0.01%             | 2027-01-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3419388.01    | 0.00%             | 2173-10-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: AW8745126<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       9133000 | PA      | $9818326.00    | 0.01%             | 2029-02-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      15000000 | PA      | $10070253.62   | 0.01%             | 2032-11-09      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      14500000 | PA      | $16383078.61   | 0.01%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     144000000 | PA      | $75919323.82   | 0.06%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBG7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       9701000 | PA      | $7084620.03    | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                        | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |        217000 | PA      | $246049.12     | 0.00%             | 2026-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      10000000 | PA      | $11874458.64   | 0.01%             | 2028-11-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       2800000 | PA      | $2705447.36    | 0.00%             | 2031-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1581550000 | PA      | $12287671.21   | 0.01%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAM9<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       2504000 | PA      | $1792125.11    | 0.00%             | 2026-07-08      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $10174325.30   | 0.01%             | 2029-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KM4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |       7600000 | PA      | $5662502.77    | 0.00%             | 2028-01-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Stella-Jones Inc                                                                 | STELLA-JONES                   | CUSIP: 85853FAB1<br>LEI: 5493007LOVNNLYJ6KZ35 | Long             | DBT              | CORP              | CA        |       3715000 | PA      | $2706293.96    | 0.00%             | 2031-10-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       9700000 | PA      | $10559098.15   | 0.01%             | 2045-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11926604.88   | 0.01%             | 2030-01-17      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       1900000 | PA      | $2434817.81    | 0.00%             | 2027-04-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                         | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |      16904000 | PA      | $17546777.09   | 0.01%             | 2029-04-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1001256.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                          | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |      22426000 | PA      | $25422883.52   | 0.02%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      13603000 | PA      | $14947802.00   | 0.01%             | 2026-11-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                    | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  162180000000 | PA      | $38367206.81   | 0.03%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CBRE Global Investors Open-Ended Funds SCA SICAV-SIF-Pan European Core Fund      | CBRE GI OPEN END               | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |       1600000 | PA      | $1626430.76    | 0.00%             | 2029-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |        700000 | PA      | $436818.57     | 0.00%             | 2027-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3010300000 | PA      | $22085277.12   | 0.02%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                             | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |        282000 | PA      | $299394.49     | 0.00%             | 2042-07-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BN7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       8602000 | PA      | $9461390.21    | 0.01%             | 2030-06-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     224414000 | PA      | $272735374.60  | 0.22%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     236057000 | PA      | $229703994.10  | 0.18%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $683482.52     | 0.00%             | 2028-11-24      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       6827000 | PA      | $6488740.88    | 0.01%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1309281.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |       8922000 | PA      | $8142972.36    | 0.01%             | 2032-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: N/A<br>LEI: ISRPG12PN4EIEOEMW547       | Long             | DBT              | CORP              | US        |       8800000 | PA      | $10235912.04   | 0.01%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       8459000 | PA      | $9117527.86    | 0.01%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $12675542.50   | 0.01%             | 2028-07-14      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-37449480.10  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      22080000 | PA      | $23071518.77   | 0.02%             | 2028-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      10000000 | PA      | $11248930.31   | 0.01%             | 2027-05-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       8285000 | PA      | $9665659.34    | 0.01%             | 2032-11-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Next Group PLC                                                                   | NEXT GROUP PLC                 | CUSIP: N/A<br>LEI: 213800O8TRZCFJ9R5760       | Long             | DBT              | CORP              | GB        |       6459000 | PA      | $8382642.41    | 0.01%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       5495000 | PA      | $8329292.17    | 0.01%             | 2036-06-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |       1975000 | PA      | $2189704.11    | 0.00%             | 2027-10-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAN6<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       3377000 | PA      | $2243659.10    | 0.00%             | 2035-10-01      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      74650000 | PA      | $85650648.49   | 0.07%             | 2033-06-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2046664.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAZ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       4516000 | PA      | $3254880.63    | 0.00%             | 2029-03-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       1800000 | PA      | $1912097.76    | 0.00%             | 2029-04-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NE Property BV                                                                   | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2877573.41    | 0.00%             | 2032-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27651333.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SELP Finance Sarl                                                                | SELP FINANCE SAR               | CUSIP: AZ1510454<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |       2552000 | PA      | $2836836.29    | 0.00%             | 2026-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |       5000000 | PA      | $4912115.72    | 0.00%             | 2031-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       3000000 | PA      | $4056658.84    | 0.00%             | 2028-09-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |       7821000 | PA      | $8136971.48    | 0.01%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       5365000 | PA      | $5867845.71    | 0.00%             | 2027-11-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1369720000 | PA      | $63006072.31   | 0.05%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAF8<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |        680000 | PA      | $514762.37     | 0.00%             | 2030-02-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: EG5612718<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       7060000 | PA      | $8512502.29    | 0.01%             | 2027-06-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KV9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      12700000 | PA      | $8889180.11    | 0.01%             | 2054-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      10300000 | PA      | $11705916.06   | 0.01%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                            | DAIICHI SANKYO                 | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | DBT              | CORP              | JP        |     700000000 | PA      | $4363508.60    | 0.00%             | 2036-07-25      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HKD/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-45471.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $12814823.12   | 0.01%             | 2028-05-31      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28658946.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       3400000 | PA      | $3856225.57    | 0.00%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: ZS0711912<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |        331000 | PA      | $318102.08     | 0.00%             | 2034-04-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |       7000000 | PA      | $8010368.87    | 0.01%             | 2043-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PFL2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      16015000 | PA      | $11519836.01   | 0.01%             | 2026-09-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: EJ2313116<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $3113218.26    | 0.00%             | 2042-06-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                           | DAIMLER TRUCK                  | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |      17000000 | PA      | $18957816.84   | 0.01%             | 2027-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DEXUS Finance Pty Ltd                                                            | DEXUS FINANCE                  | CUSIP: N/A<br>LEI: 254900Q8HV90024Z7W84       | Long             | DBT              | CORP              | AU        |       2780000 | PA      | $1533420.48    | 0.00%             | 2032-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 669816AF7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $909692.53     | 0.00%             | 2032-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 448810AC5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $830577.46     | 0.00%             | 2030-06-03      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AR1691807<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     116000000 | PA      | $795622.89     | 0.00%             | 2028-03-14      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      37190000 | PA      | $40742461.51   | 0.03%             | 2028-02-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      18917000 | PA      | $19268417.75   | 0.02%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       6300000 | PA      | $7330597.47    | 0.01%             | 2035-01-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |        985000 | PA      | $1241587.75    | 0.00%             | 2027-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |        200000 | PA      | $218840.41     | 0.00%             | 2028-01-18      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       4552000 | PA      | $5153608.49    | 0.00%             | 2029-04-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $7895548.69    | 0.01%             | 2027-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |        900000 | PA      | $1071025.48    | 0.00%             | 2027-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GK7<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       4898000 | PA      | $3556497.63    | 0.00%             | 2026-08-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      39958000 | PA      | $34351008.94   | 0.03%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AM9<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3901907.37    | 0.00%             | 2029-04-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5314730.02    | 0.00%             | 2028-01-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       7000000 | PA      | $5228400.33    | 0.00%             | 2029-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Arqiva Financing PLC                                                             | ARQIVA FINANCING               | CUSIP: N/A<br>LEI: 213800HHECW72RW2QH41       | Long             | DBT              | CORP              | GB        |       1054933 | PA      | $1392241.52    | 0.00%             | 2032-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       6500000 | PA      | $8491938.89    | 0.01%             | 2026-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |        100000 | PA      | $108902.99     | 0.00%             | 2028-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Wheatley Group Capital PLC                                                       | WHEATLEY GROUP C               | CUSIP: N/A<br>LEI: 213800H5Z7A5G7ZS2U33       | Long             | DBT              | CORP              | GB        |       1131000 | PA      | $1226963.53    | 0.00%             | 2044-11-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $228895.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    3403180000 | PA      | $9032976.85    | 0.01%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     113679000 | PA      | $59266989.12   | 0.05%             | 2052-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |        700000 | PA      | $900117.61     | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |       9600000 | PA      | $9336074.47    | 0.01%             | 2031-10-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      10000000 | PA      | $11585332.53   | 0.01%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1763669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australian Energy Market Operator Ltd                                            | AUSTRALIAN ENERG               | CUSIP: N/A<br>LEI: 9845004BEAF1136E8651       | Long             | DBT              | CORP              | AU        |       2840000 | PA      | $1870705.68    | 0.00%             | 2028-12-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: BRS9C2CF7<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    1710000000 | PA      | $12607113.13   | 0.01%             | 2030-01-28      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |       1800000 | PA      | $1664710.19    | 0.00%             | 2033-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      13275000 | PA      | $14179064.42   | 0.01%             | 2030-09-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAR3<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       2700000 | PA      | $3031017.32    | 0.00%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      13100000 | PA      | $15333993.81   | 0.01%             | 2030-12-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $113297.97     | 0.00%             | 2026-05-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      33802000 | PA      | $37764102.21   | 0.03%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |      39630000 | PA      | $44812479.24   | 0.04%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3667062.29    | 0.00%             | 2047-02-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI               | CUSIP: 836720AB8<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1836310.93    | 0.00%             | 2032-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citizen Treasury PLC                                                             | WM TREAS 2 PLC                 | CUSIP: N/A<br>LEI: 213800U87S2B5BF1RO21       | Long             | DBT              | CORP              | GB        |       4322000 | PA      | $3741985.15    | 0.00%             | 2048-10-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |      10662000 | PA      | $10358600.15   | 0.01%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14100000000 | PA      | $70854817.46   | 0.06%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     302346980 | PA      | $411104672.84  | 0.32%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       2457000 | PA      | $2741401.42    | 0.00%             | 2027-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |        800000 | PA      | $876054.96     | 0.00%             | 2028-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       6950000 | PA      | $8203815.34    | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   40000000000 | PA      | $27647428.77   | 0.02%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       5283000 | PA      | $2782446.79    | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      11716000 | PA      | $12172542.67   | 0.01%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       6300000 | PA      | $7085317.34    | 0.01%             | 2030-03-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAK3<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $686527.80     | 0.00%             | 2027-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      18800000 | PA      | $20030287.21   | 0.02%             | 2028-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   85000000000 | PA      | $55461982.76   | 0.04%             | 2047-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                            | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |       3000000 | PA      | $3435501.42    | 0.00%             | 2033-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Linde Finance BV                                                                 | LINDE FINANCE BV               | CUSIP: N/A<br>LEI: 5H8RMHHYTWIP1RKLCE38       | Long             | DBT              | CORP              | NL        |       6800000 | PA      | $6476521.06    | 0.01%             | 2032-05-19      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $20765369.37   | 0.02%             | 2030-12-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      79862700 | PA      | $49124528.56   | 0.04%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      66000000 | PA      | $33090923.66   | 0.03%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Redexis Gas Finance BV                                                           | REDEXIS GAS FIN                | CUSIP: N/A<br>LEI: 724500XI19XTPCL36320       | Long             | DBT              | CORP              | NL        |       7596000 | PA      | $8508072.62    | 0.01%             | 2027-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: AW4371570<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7329874.15    | 0.01%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Peabody Capital No 2 Plc                                                         | PEABODY CAPITAL                | CUSIP: N/A<br>LEI: 213800K1DLWVMZFBYD79       | Long             | DBT              | CORP              | GB        |       1700000 | PA      | $1781450.95    | 0.00%             | 2053-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Bank Capital Funding Sterling 1 LP                                          | HSBC BNK CAO FND               | CUSIP: N/A<br>LEI: 2138007XGRZME1ZCTY76       | Long             | DBT              | CORP              | JE        |         62000 | PA      | $86189.69      | 0.00%             | 2173-11-05      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                  | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |       5000000 | PA      | $4904761.82    | 0.00%             | 2031-03-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Suntory Holdings Ltd                                                             | SUNTORY HOLDINGS               | CUSIP: N/A<br>LEI: 54930074QUY8RD0UZM08       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1311934.40    | 0.00%             | 2033-05-25      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |       6600000 | PA      | $45157.01      | 0.00%             | 2028-10-25      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      10065000 | PA      | $13173076.93   | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       5500000 | PA      | $6020298.36    | 0.00%             | 2027-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      17760000 | PA      | $18734409.92   | 0.01%             | 2028-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1071656.54    | 0.00%             | 2032-08-26      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                  | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $3958617.37    | 0.00%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Coventry Building Society                                                        | COVENTRY BDG SOC               | CUSIP: N/A<br>LEI: 2138004G59FXEAZ6IO10       | Long             | DBT              | CORP              | GB        |       2062000 | PA      | $2307127.75    | 0.00%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       1990000 | PA      | $1814197.43    | 0.00%             | 2038-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Telstra Corp Ltd                                                                 | TELSTRA CORP LTD               | CUSIP: N/A<br>LEI: PCTXNQGRJVR3OG33JG65       | Long             | DBT              | CORP              | AU        |       1110000 | PA      | $711366.61     | 0.00%             | 2027-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAR3<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2762268.75    | 0.00%             | 2039-06-30      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       1257000 | PA      | $1265149.04    | 0.00%             | 2033-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      12000000 | PA      | $12679873.44   | 0.01%             | 2029-02-23      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11742682.07   | 0.01%             | 2028-03-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAJ2<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       2695000 | PA      | $1946781.91    | 0.00%             | 2026-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |       7600000 | PA      | $8114399.87    | 0.01%             | 2031-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-30216318.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $10293134.13   | 0.01%             | 2029-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       6200000 | PA      | $7025512.68    | 0.01%             | 2029-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1908851.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      24500000 | PA      | $10503314.24   | 0.01%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     169993000 | PA      | $157314850.58  | 0.12%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       4500000 | PA      | $2809503.81    | 0.00%             | 2029-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      12500000 | PA      | $13679941.69   | 0.01%             | 2032-08-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      17000000 | PA      | $20701527.76   | 0.02%             | 2029-09-08      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       7847000 | PA      | $9028232.95    | 0.01%             | 2027-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                                                        | IMERYS SA                      | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $484008.57     | 0.00%             | 2031-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      43652000 | PA      | $46663167.06   | 0.04%             | 2028-03-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3247758.83    | 0.00%             | 2032-06-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      45000000 | PA      | $41112886.29   | 0.03%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Teranet Holdings LP                                                              | TERANET HOLDINGS               | CUSIP: 880789AN2<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |       1802000 | PA      | $1332170.00    | 0.00%             | 2041-06-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 22944CAB2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |        500000 | PA      | $364088.86     | 0.00%             | 2054-09-11      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666DB4<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       1261000 | PA      | $647448.22     | 0.00%             | 2051-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA PWR                | CUSIP: 66988ZAU3<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $680138.75     | 0.00%             | 2033-08-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              | NUSS              | CA        |       5000000 | PA      | $3214324.56    | 0.00%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3592933.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: AZ0185357<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5310136.52    | 0.00%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      69222000 | PA      | $44401800.65   | 0.04%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |       2459000 | PA      | $2525796.70    | 0.00%             | 2033-03-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $558765.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAC5<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |        924000 | PA      | $672515.70     | 0.00%             | 2027-06-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |       2550000 | PA      | $2627328.30    | 0.00%             | 2032-05-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234NM6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       6367000 | PA      | $5389376.85    | 0.00%             | 2031-06-02      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      13142000 | PA      | $7642364.70    | 0.01%             | 2050-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      13933000 | PA      | $14546360.16   | 0.01%             | 2028-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       2439000 | PA      | $2071025.38    | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      38975000 | PA      | $28473923.28   | 0.02%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NIE Finance PLC                                                                  | NIE FINANCE                    | CUSIP: N/A<br>LEI: 2138009A8DWW2RUSXJ76       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2741138.61    | 0.00%             | 2032-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     118293000 | PA      | $136615457.07  | 0.11%             | 2029-10-22      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       6500000 | PA      | $4794206.26    | 0.00%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      20993000 | PA      | $17714351.68   | 0.01%             | 2036-03-17      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |       1006400 | PA      | $437798.03     | 0.00%             | 2041-07-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16283200000 | PA      | $97831328.75   | 0.08%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                                | ORBIT CAPITAL                  | CUSIP: N/A<br>LEI: 213800QIGGLJLT7WXP16       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1309277.53    | 0.00%             | 2038-11-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13134600000 | PA      | $82852400.90   | 0.07%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |       6339000 | PA      | $7059342.97    | 0.01%             | 2026-05-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |        100000 | PA      | $75381.63      | 0.00%             | 2041-05-28      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      10000000 | PA      | $11761078.43   | 0.01%             | 2034-05-14      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       6455000 | PA      | $7152389.13    | 0.01%             | 2033-04-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $9412126.51    | 0.01%             | 2028-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telstra Corp Ltd                                                                 | TELSTRA CORP LTD               | CUSIP: N/A<br>LEI: PCTXNQGRJVR3OG33JG65       | Long             | DBT              | CORP              | AU        |       2457000 | PA      | $2553796.27    | 0.00%             | 2030-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Yorkshire PLC                                                 | NORTHERN PWRGRID               | CUSIP: N/A<br>LEI: 213800VZL2QT3Q7NOP46       | Long             | DBT              | CORP              | GB        |        922000 | PA      | $553574.89     | 0.00%             | 2059-10-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KV4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $11574094.01   | 0.01%             | 2030-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      11200000 | PA      | $9555857.98    | 0.01%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     114078000 | PA      | $135206457.11  | 0.11%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       6100000 | PA      | $3799381.25    | 0.00%             | 2030-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      61038093 | PA      | $48990072.67   | 0.04%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      75000000 | PA      | $84864924.57   | 0.07%             | 2033-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       2800000 | PA      | $3133509.11    | 0.00%             | 2034-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-102665.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1300000000 | PA      | $8531745.07    | 0.01%             | 2031-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       3700000 | PA      | $3803879.53    | 0.00%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       7400000 | PA      | $6994072.99    | 0.01%             | 2034-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: ZQ5980433<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $4340726.32    | 0.00%             | 2035-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |       3000000 | PA      | $3470953.26    | 0.00%             | 2034-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       5296000 | PA      | $4661349.21    | 0.00%             | 2035-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      90842000 | PA      | $106616817.15  | 0.08%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7000000000 | PA      | $48010737.17   | 0.04%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      22687000 | PA      | $16970063.82   | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11565986.84   | 0.01%             | 2028-06-11      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11427100000 | PA      | $69542750.75   | 0.05%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Hospital for Sick Children/The                                                   | HOSP SICK CHILDR               | CUSIP: 44107DAB7<br>LEI: 549300RURFL2KSCOHD12 | Long             | DBT              | CORP              | CA        |       1381000 | PA      | $792906.67     | 0.00%             | 2057-12-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2925550000 | PA      | $21625218.32   | 0.02%             | 2031-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                            | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      15431000 | PA      | $16449917.74   | 0.01%             | 2027-11-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1308731.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: N/A<br>LEI: 549300EVUN2BTLJ3GT74       | Long             | DBT              | CORP              | US        |       2086000 | PA      | $2261940.65    | 0.00%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     177411000 | PA      | $188823315.72  | 0.15%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      14700000 | PA      | $3930922.60    | 0.00%             | 2055-02-12      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      13900000 | PA      | $16054296.95   | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MAY9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       1727000 | PA      | $1180933.77    | 0.00%             | 2045-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      78718000 | PA      | $44450969.37   | 0.04%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1007350000 | PA      | $7298030.23    | 0.01%             | 2027-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       6400000 | PA      | $6726544.43    | 0.01%             | 2032-03-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1054030000 | PA      | $52899024.81   | 0.04%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   33000000000 | PA      | $228519322.28  | 0.18%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $5640025.33    | 0.00%             | 2026-07-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                    | NN BANK NV                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $7192421.46    | 0.01%             | 2041-03-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3025820.84    | 0.00%             | 2031-05-18      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |        800000 | PA      | $993427.97     | 0.00%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |         51000 | PA      | $60970.59      | 0.00%             | 2033-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11546962.88   | 0.01%             | 2031-08-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250605           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-131302.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       1913000 | PA      | $1811555.60    | 0.00%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KBC Bank NV                                                                      | KBC BANK NV                    | CUSIP: N/A<br>LEI: 6B2PBRV1FCJDMR45RZ53       | Long             | DBT              | CORP              | BE        |       3700000 | PA      | $4047543.79    | 0.00%             | 2027-10-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |       5286000 | PA      | $5362079.49    | 0.00%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCF3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       4440000 | PA      | $3246679.31    | 0.00%             | 2027-04-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     205000000 | PA      | $28828721.98   | 0.02%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $3387044.59    | 0.00%             | 2033-01-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      14600000 | PA      | $16949876.08   | 0.01%             | 2029-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |       7592000 | PA      | $8226872.29    | 0.01%             | 2029-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCF5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1900000 | PA      | $1262087.61    | 0.00%             | 2031-01-16      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7981850000 | PA      | $54225427.61   | 0.04%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                                                | BUREAU VERITAS                 | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5605973.63    | 0.00%             | 2036-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      25300000 | PA      | $29311355.61   | 0.02%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     538525000 | PA      | $125739434.71  | 0.10%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAW6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       1600000 | PA      | $1271907.85    | 0.00%             | 2032-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |       8300000 | PA      | $5085218.58    | 0.00%             | 2051-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       9380000 | PA      | $4782820.91    | 0.00%             | 2050-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      12500000 | PA      | $14500094.31   | 0.01%             | 2033-06-07      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       4240000 | PA      | $2964384.65    | 0.00%             | 2030-06-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11171180.51   | 0.01%             | 2032-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                    | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  135535000000 | PA      | $24963943.44   | 0.02%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      36715000 | PA      | $40405561.89   | 0.03%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       9669000 | PA      | $6994733.16    | 0.01%             | 2029-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAF3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       2329000 | PA      | $1299064.03    | 0.00%             | 2051-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3298132.50    | 0.00%             | 2026-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      62256000 | PA      | $27768334.59   | 0.02%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   30000000000 | PA      | $20827456.21   | 0.02%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 56344ZQC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       2213000 | PA      | $1631245.87    | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5792650000 | PA      | $42718828.84   | 0.03%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      10455000 | PA      | $11902334.68   | 0.01%             | 2035-12-03      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $5505436.35    | 0.00%             | 2029-08-18      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $13778956.50   | 0.01%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      22395000 | PA      | $24158085.94   | 0.02%             | 2037-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |       8000000 | PA      | $5221947.30    | 0.00%             | 2034-03-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       8313000 | PA      | $5730529.10    | 0.00%             | 2030-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       6980000 | PA      | $4798784.31    | 0.00%             | 2038-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       3413000 | PA      | $3718268.85    | 0.00%             | 2028-01-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $3330584.41    | 0.00%             | 2034-11-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |       3786000 | PA      | $3964497.58    | 0.00%             | 2029-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ontario Electricity Financial Corp                                               | ONTARIO HYDRO                  | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |       1600000 | PA      | $961641.78     | 0.00%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-16075993.28  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3530200000 | PA      | $25693029.17   | 0.02%             | 2028-12-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      15230000 | PA      | $17953971.36   | 0.01%             | 2031-09-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NE Property BV                                                                   | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2111088.45    | 0.00%             | 2030-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9000000000 | PA      | $62104462.86   | 0.05%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       3848000 | PA      | $2734304.84    | 0.00%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                      | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3371428.38    | 0.00%             | 2030-10-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                       | SANDVIK AB                     | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | DBT              | CORP              | SE        |       7000000 | PA      | $7856598.34    | 0.01%             | 2027-06-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      19775000 | PA      | $13821518.65   | 0.01%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4625216.12    | 0.00%             | 2027-05-16      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9557150000 | PA      | $66047940.98   | 0.05%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      15000000 | PA      | $14492514.69   | 0.01%             | 2031-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAR2<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       1872000 | PA      | $1220001.52    | 0.00%             | 2050-05-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $8910607.90    | 0.01%             | 2031-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3822664.26    | 0.00%             | 2047-07-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       2863000 | PA      | $3101104.24    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       2637000 | PA      | $2973077.85    | 0.00%             | 2026-09-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $5114365.68    | 0.00%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | TELEFONICA EUROP               | CUSIP: EC8511957<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |       3152000 | PA      | $4118021.09    | 0.00%             | 2033-02-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hamburg Commercial Bank AG                                                       | HAMBURG COM BANK               | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |       2008000 | PA      | $2339554.56    | 0.00%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3341707.36    | 0.00%             | 2029-05-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       2926000 | PA      | $3070613.63    | 0.00%             | 2029-05-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       3050000 | PA      | $4117944.68    | 0.00%             | 2026-10-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6000000000 | PA      | $40428686.53   | 0.03%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     104734000 | PA      | $105624559.77  | 0.08%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              | CORP              | N/A       |       8000000 | PA      | $806417.55     | 0.00%             | 2028-01-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                                      | HITACHI LTD                    | CUSIP: ZP8217132<br>LEI: 549300T6IPOCDWLKC615 | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1337418.66    | 0.00%             | 2030-03-12      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd                                  | VOLKSWAGEN AUST                | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3225019.83    | 0.00%             | 2027-02-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      13500000 | PA      | $14920241.43   | 0.01%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29770161.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      22014000 | PA      | $21772387.64   | 0.02%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     779080000 | PA      | $31165223.02   | 0.02%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5634637.02    | 0.00%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      65000000 | PA      | $74586246.18   | 0.06%             | 2034-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      47631000 | PA      | $34402358.69   | 0.03%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBB8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       8471000 | PA      | $6210479.91    | 0.00%             | 2043-09-09      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1323669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: ZR4414242<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       4100000 | PA      | $4513440.32    | 0.00%             | 2173-09-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| London Power Networks PLC                                                        | LONDON POWER                   | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1852318.77    | 0.00%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAC5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       3475000 | PA      | $2331029.04    | 0.00%             | 2043-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   96500000000 | PA      | $76219617.02   | 0.06%             | 2052-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                      | PANDORA A/S                    | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | DBT              | CORP              | DK        |      11535000 | PA      | $13581741.21   | 0.01%             | 2028-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      62373000 | PA      | $67963400.11   | 0.05%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | DT LUFTHANSA AG                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      26500000 | PA      | $30136676.04   | 0.02%             | 2027-05-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-138442.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: EH0065126<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       1956000 | PA      | $2762532.62    | 0.00%             | 2031-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                                  | SONY GROUP CORP                | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | DBT              | CORP              | JP        |     100000000 | PA      | $690801.72     | 0.00%             | 2027-12-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 2 PLC                                                     | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 2138008F9VZUZWUBZD27       | Long             | DBT              | CORP              | GB        |       1391218 | PA      | $1886638.53    | 0.00%             | 2039-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-34027459.79  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8000000000 | PA      | $55009047.42   | 0.04%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      12100000 | PA      | $13373827.56   | 0.01%             | 2173-12-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: ZP3171193<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $3451543.52    | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       9000000 | PA      | $10546664.49   | 0.01%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     160000000 | PA      | $27796316.57   | 0.02%             | 2040-08-03      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: AL4994599<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5370214.18    | 0.00%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                                            | GELF BOND ISSUER               | CUSIP: N/A<br>LEI: 213800L6LMHEP8TLAY43       | Long             | DBT              | CORP              | LU        |       2096000 | PA      | $2197322.50    | 0.00%             | 2029-07-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |       1131437 | PA      | $1123182.02    | 0.00%             | 2032-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       8700000 | PA      | $10637765.01   | 0.01%             | 2028-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       7518000 | PA      | $5316667.01    | 0.00%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AN7626491<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     800000000 | PA      | $5519120.44    | 0.00%             | 2027-06-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |       5000000 | PA      | $2018053.27    | 0.00%             | 2042-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dream Summit Industrial LP                                                       | DREAM SUMMIT IND               | CUSIP: 26154EAD0<br>LEI: 254900OHFBH4WQN78Q64 | Long             | DBT              | CORP              | CA        |       2504000 | PA      | $1744370.57    | 0.00%             | 2028-07-14      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: BJ1875167<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $3902286.21    | 0.00%             | 2033-05-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-22385795.02  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hammerson PLC                                                                    | HAMMERSON PLC                  | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |       3400000 | PA      | $4329797.30    | 0.00%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      98500000 | PA      | $16949812.27   | 0.01%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      72766000 | PA      | $73640317.38   | 0.06%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      74500000 | PA      | $496663.33     | 0.00%             | 2030-08-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                 | CUSIP: N/A<br>LEI: 213800URQKPVH3SJBM16       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5283232.23    | 0.00%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Roche Kapitalmarkt AG                                                            | ROCHE KAPITALMKT               | CUSIP: N/A<br>LEI: 5067003218E18XWZY127       | Long             | DBT              | CORP              | CH        |       7000000 | PA      | $8465142.79    | 0.01%             | 2037-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      93324000 | PA      | $25933796.58   | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607H5C2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       5800000 | PA      | $4377472.80    | 0.00%             | 2027-10-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBD1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       2505000 | PA      | $1768955.38    | 0.00%             | 2041-09-26      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      20000000 | PA      | $21490525.40   | 0.02%             | 2029-02-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                                                   | FCC AQUALIA SA                 | CUSIP: AN6847411<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |       1893000 | PA      | $2135918.16    | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086XL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      14300000 | PA      | $10767979.87   | 0.01%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       4800000 | PA      | $5431047.94    | 0.00%             | 2027-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $16556822.08   | 0.01%             | 2044-01-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      27272000 | PA      | $17691191.70   | 0.01%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       2102000 | PA      | $1933199.49    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1121450000 | PA      | $8635414.42    | 0.01%             | 2034-12-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       6370000 | PA      | $7528564.34    | 0.01%             | 2035-12-11      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 3 PLC                                                     | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 213800HCQGDQGFP75D78       | Long             | DBT              | CORP              | GB        |       4721066 | PA      | $6219685.68    | 0.00%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      18000000 | PA      | $20568992.98   | 0.02%             | 2031-01-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      15000000 | PA      | $8443624.54    | 0.01%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brisa-Concessao Rodoviaria SA                                                    | BCR-BRISA CONCES               | CUSIP: N/A<br>LEI: 529900O4HQ501ZCXL896       | Long             | DBT              | CORP              | PT        |       6500000 | PA      | $7342353.77    | 0.01%             | 2027-05-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                           | DAIMLER TRUCK                  | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5751879.68    | 0.00%             | 2026-06-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      20000000 | PA      | $22273939.11   | 0.02%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       6200000 | PA      | $6949324.35    | 0.01%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: EH6206096<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       3184000 | PA      | $4735101.19    | 0.00%             | 2028-11-20      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAG9<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      11600000 | PA      | $8280728.91    | 0.01%             | 2026-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    1039370000 | PA      | $50322912.23   | 0.04%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $9899471.87    | 0.01%             | 2033-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       1510000 | PA      | $1882087.30    | 0.00%             | 2028-08-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      10635000 | PA      | $13098443.73   | 0.01%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-568123.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      11270000 | PA      | $12632616.59   | 0.01%             | 2026-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5700820.68    | 0.00%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       4300000 | PA      | $4655951.04    | 0.00%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |       3728000 | PA      | $3808659.33    | 0.00%             | 2028-09-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBB8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       1250000 | PA      | $812409.24     | 0.00%             | 2046-01-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                          | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |       5750000 | PA      | $5587894.68    | 0.00%             | 2031-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $9385968.74    | 0.01%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     500000000 | PA      | $15105351.00   | 0.01%             | 2026-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                          | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      12099000 | PA      | $12508134.80   | 0.01%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      35000000 | PA      | $37011630.98   | 0.03%             | 2028-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: AT3408966<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   23135000000 | PA      | $23785525.74   | 0.02%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CU3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      14200000 | PA      | $10635843.26   | 0.01%             | 2026-09-21      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       6300000 | PA      | $7456494.12    | 0.01%             | 2034-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $965671.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AC0<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |        564000 | PA      | $410036.10     | 0.00%             | 2027-01-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  107000000000 | PA      | $84236135.77   | 0.07%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8338976.63    | 0.01%             | 2028-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       8000000 | PA      | $9923289.25    | 0.01%             | 2030-11-14      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       4500000 | PA      | $6698063.45    | 0.01%             | 2033-09-07      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBL6<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       2177000 | PA      | $1425394.46    | 0.00%             | 2048-11-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       7400000 | PA      | $7429087.66    | 0.01%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      14500000 | PA      | $12295086.83   | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AH9<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |        687000 | PA      | $446429.55     | 0.00%             | 2050-03-21      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       7500000 | PA      | $8879831.47    | 0.01%             | 2030-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20250507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3157738.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JU6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      17235000 | PA      | $19135553.69   | 0.02%             | 2027-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604BT9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       4771000 | PA      | $5151496.23    | 0.00%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      11277000 | PA      | $9482780.55    | 0.01%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      13042000 | PA      | $13607095.86   | 0.01%             | 2029-09-13      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      17269000 | PA      | $17380764.54   | 0.01%             | 2030-03-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      16347000 | PA      | $17921345.68   | 0.01%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                              | BRITISH COL FER                | CUSIP: 110574AH3<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |       2746000 | PA      | $2005052.67    | 0.00%             | 2043-10-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14447050000 | PA      | $81530104.88   | 0.06%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                                                            | EVERSHOLT FUNDNG               | CUSIP: N/A<br>LEI: 5493002X7O83FCJVYO69       | Long             | DBT              | CORP              | GB        |        645714 | PA      | $918386.66     | 0.00%             | 2035-02-22      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $5704524.49    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: 01626PAT3<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3745853.04    | 0.00%             | 2029-01-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      19400000 | PA      | $20950951.24   | 0.02%             | 2030-09-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      18500000 | PA      | $20268440.88   | 0.02%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJA2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      24155000 | PA      | $17251446.34   | 0.01%             | 2026-12-15      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       8200000 | PA      | $8222084.56    | 0.01%             | 2030-07-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $4616142.10    | 0.00%             | 2033-03-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                   | VILLE DE PARIS                 | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |      12800000 | PA      | $12957882.75   | 0.01%             | 2032-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6653361.20    | 0.01%             | 2038-05-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |       1800000 | PA      | $1806898.99    | 0.00%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                  | BROOKFIELD ASSET               | CUSIP: 10549PAJ0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1606965.62    | 0.00%             | 2035-06-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |      14200000 | PA      | $16273820.39   | 0.01%             | 2026-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $9880883.03    | 0.01%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $9236097.38    | 0.01%             | 2032-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |       2196000 | PA      | $2912527.40    | 0.00%             | 2026-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/Australia                                               | RABOBANK UA/AU                 | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       8300000 | PA      | $5451296.06    | 0.00%             | 2029-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BC2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        452000 | PA      | $499211.22     | 0.00%             | 2033-06-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      20000000 | PA      | $24263007.11   | 0.02%             | 2034-05-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $3044907.33    | 0.00%             | 2032-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                    | CALGARY AIRPORT                | CUSIP: 12959CAA7<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |       8099000 | PA      | $5284038.81    | 0.00%             | 2036-10-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1754784.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |        127000 | PA      | $80899.67      | 0.00%             | 2026-08-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                       | SAPUTO INC                     | CUSIP: 80310ZAK5<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $615233.95     | 0.00%             | 2029-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |       5535000 | PA      | $6414416.58    | 0.01%             | 2028-07-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3826091.98    | 0.00%             | 2028-01-14      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6465559.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     156114000 | PA      | $174172738.60  | 0.14%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |       5457000 | PA      | $6764679.75    | 0.01%             | 2027-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       1638000 | PA      | $1042564.06    | 0.00%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $10600664.76   | 0.01%             | 2029-02-16      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |       3000000 | PA      | $3119483.90    | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     372642000 | PA      | $399826115.47  | 0.32%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      12514000 | PA      | $9516779.90    | 0.01%             | 2028-05-29      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       2737000 | PA      | $2775684.17    | 0.00%             | 2036-06-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAW0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $933580.08     | 0.00%             | 2046-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: AN6324528<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      26655000 | PA      | $27001896.17   | 0.02%             | 2033-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       9700000 | PA      | $10677093.17   | 0.01%             | 2028-09-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       4642000 | PA      | $4744189.01    | 0.00%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: EK5348413<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       5600000 | PA      | $6390802.89    | 0.01%             | 2029-10-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 92157WAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1026000 | PA      | $560336.44     | 0.00%             | 2049-10-18      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4559781.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                  | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |       5484000 | PA      | $7170473.47    | 0.01%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     125000000 | PA      | $18397907.83   | 0.01%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      17000000 | PA      | $19891763.50   | 0.02%             | 2030-12-06      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                               | OPTIVO FINANCE                 | CUSIP: N/A<br>LEI: 213800DU46CL9M2ZRN02       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $2591514.56    | 0.00%             | 2035-10-07      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBY9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      16000000 | PA      | $11690394.31   | 0.01%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Connect Plus M25 Issuer PLC                                                      | CONNECT PLUS                   | CUSIP: AT6477711<br>LEI: 213800B2CJAR5PQX6W68 | Long             | DBT              | CORP              | GB        |       1015476 | PA      | $1122399.95    | 0.00%             | 2039-03-31      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |       6000000 | PA      | $7235463.21    | 0.01%             | 2031-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6596667.37    | 0.01%             | 2032-06-25      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| H&R Real Estate Investment Trust                                                 | H&R REAL ESTATE                | CUSIP: 403925BD1<br>LEI: 549300TGNP6B6GUVGW10 | Long             | DBT              | CORP              | CA        |       1452000 | PA      | $1034465.21    | 0.00%             | 2027-02-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |       1500000 | PA      | $1606038.89    | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       8000000 | PA      | $8716877.77    | 0.01%             | 2028-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAW5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1598308.14    | 0.00%             | 2053-10-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       8000000 | PA      | $7926529.66    | 0.01%             | 2173-09-08      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Cambridge II Inc                                                         | IVANHOE CAMB II                | CUSIP: 46578WAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $913322.73     | 0.00%             | 2028-06-02      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                            | ALLIANZ FINANCE                | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |      14900000 | PA      | $14870722.55   | 0.01%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: ZS8242027<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       2700000 | PA      | $3264665.90    | 0.00%             | 2026-06-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      15000000 | PA      | $8648092.49    | 0.01%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |       3430000 | PA      | $343315.48     | 0.00%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       2900000 | PA      | $3353467.30    | 0.00%             | 2033-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      13508000 | PA      | $16689056.27   | 0.01%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L               | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |       3300000 | PA      | $3879616.78    | 0.00%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $3649060.58    | 0.00%             | 2041-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                        | CRELAN SA                      | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |      29000000 | PA      | $35425800.56   | 0.03%             | 2032-01-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAS4<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |        953000 | PA      | $550001.42     | 0.00%             | 2051-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AC8<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $538658.23     | 0.00%             | 2052-04-23      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       9984000 | PA      | $10920913.38   | 0.01%             | 2029-05-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |        277900 | PA      | $162913.13     | 0.00%             | 2034-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                       | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |       2200000 | PA      | $2433624.75    | 0.00%             | 2028-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      20000000 | PA      | $23193337.93   | 0.02%             | 2033-06-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Telstra Corp Ltd                                                                 | TELSTRA CORP LTD               | CUSIP: AX7292508<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | DBT              | CORP              | AU        |       2737000 | PA      | $2954512.88    | 0.00%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      53737000 | PA      | $54274394.96   | 0.04%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| ITM Entreprises SASU                                                             | ITM ENTREPRISES                | CUSIP: N/A<br>LEI: 969500LMMR83QL6TLK43       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $3002667.86    | 0.00%             | 2029-07-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      49735000 | PA      | $35787496.40   | 0.03%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |        800000 | PA      | $807867.96     | 0.00%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-377663.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |      57140000 | PA      | $2479620.13    | 0.00%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                              | BRITISH COL FER                | CUSIP: 110574AJ9<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |        500000 | PA      | $346500.07     | 0.00%             | 2044-04-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $1379156.81    | 0.00%             | 2035-01-25      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      25000000 | PA      | $13075707.26   | 0.01%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $5290542.63    | 0.00%             | 2037-05-17      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2800000 | PA      | $2835545.54    | 0.00%             | 2030-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       3000000 | PA      | $2312916.53    | 0.00%             | 2040-06-22      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      90000000 | PA      | $13061803.30   | 0.01%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12545950000 | PA      | $46040556.61   | 0.04%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4211286.59    | 0.00%             | 2174-03-28      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      15409000 | PA      | $16974413.60   | 0.01%             | 2027-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4762090.74    | 0.00%             | 2030-05-03      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CZ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       3937000 | PA      | $4491441.36    | 0.00%             | 2034-04-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                            | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |        878000 | PA      | $1013500.78    | 0.00%             | 2026-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: ZS3077394<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      18800000 | PA      | $20872383.26   | 0.02%             | 2026-05-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EX2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       5826000 | PA      | $6223642.62    | 0.00%             | 2028-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      12218000 | PA      | $13420379.46   | 0.01%             | 2026-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6731864.48    | 0.01%             | 2026-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      13500000 | PA      | $14840577.69   | 0.01%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZS5858635<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    1500000000 | PA      | $10139376.84   | 0.01%             | 2029-05-25      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: 42246QAG3<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       1393000 | PA      | $973231.48     | 0.00%             | 2035-04-13      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 021374AD5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       4550000 | PA      | $3490238.13    | 0.00%             | 2032-11-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     967920000 | PA      | $89242063.77   | 0.07%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |       8823000 | PA      | $9599829.28    | 0.01%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      10600000 | PA      | $12369647.11   | 0.01%             | 2029-01-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1034469.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      68798000 | PA      | $16731659.25   | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      25950669 | PA      | $23895773.97   | 0.02%             | 2035-10-12      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |       3200000 | PA      | $4423435.49    | 0.00%             | 2027-11-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |       9525000 | PA      | $10769356.61   | 0.01%             | 2032-03-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4898000 | PA      | $1266974.34    | 0.00%             | 2026-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                          | CUSIP: AR3869641<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              | CORP              | FR        |        300000 | PA      | $327623.63     | 0.00%             | 2028-02-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $12135804.99   | 0.01%             | 2034-02-28      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       8535000 | PA      | $5103202.96    | 0.00%             | 2028-03-02      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       2789000 | PA      | $3487455.77    | 0.00%             | 2029-07-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                                                     | CCF SFH SACA                   | CUSIP: N/A<br>LEI: 969500HCJLWDO4YCYT40       | Long             | DBT              | CORP              | FR        |       8800000 | PA      | $9996878.32    | 0.01%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |       2800000 | PA      | $3541759.16    | 0.00%             | 2034-01-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     130000000 | PA      | $148432487.21  | 0.12%             | 2034-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     329760000 | PA      | $438855082.89  | 0.35%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       2322000 | PA      | $2649422.43    | 0.00%             | 2030-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       3200000 | PA      | $4118272.61    | 0.00%             | 2027-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |       9610000 | PA      | $12241032.64   | 0.01%             | 2028-09-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBG1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       3299000 | PA      | $2176777.17    | 0.00%             | 2044-03-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       4780000 | PA      | $3638451.68    | 0.00%             | 2038-03-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      29000000 | PA      | $31962245.94   | 0.03%             | 2028-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2077699.95    | 0.00%             | 2028-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |       2231000 | PA      | $2515915.90    | 0.00%             | 2027-06-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      20500000 | PA      | $22707965.81   | 0.02%             | 2027-05-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |       4400000 | PA      | $5535502.88    | 0.00%             | 2050-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Saxon Weald Capital PLC                                                          | SAXON WEALD CAPI               | CUSIP: N/A<br>LEI: 213800UEFOLHAOF85L31       | Long             | DBT              | CORP              | GB        |        281000 | PA      | $354892.69     | 0.00%             | 2042-06-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                        | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |       3600000 | PA      | $4111464.20    | 0.00%             | 2048-09-07      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                                          | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |       3300000 | PA      | $3206277.02    | 0.00%             | 2051-09-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Jun25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          2729 | NC      | $1468797.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HV66<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      12000000 | PA      | $9012912.23    | 0.01%             | 2027-06-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1206398.68    | 0.00%             | 2029-10-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      11534000 | PA      | $12179049.15   | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                                       | KOJAMO OYJ                     | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | DBT              | CORP              | FI        |       2000000 | PA      | $2227021.66    | 0.00%             | 2027-05-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      42643000 | PA      | $28705955.46   | 0.02%             | 2063-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      24380000 | PA      | $26603028.32   | 0.02%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $262252.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     135000000 | PA      | $19338097.57   | 0.02%             | 2031-03-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       1350000 | PA      | $830728.96     | 0.00%             | 2055-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      13165000 | PA      | $13815829.55   | 0.01%             | 2028-10-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       5365000 | PA      | $4191847.22    | 0.00%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      17391000 | PA      | $11573893.41   | 0.01%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      20800000 | PA      | $23875812.94   | 0.02%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     260000000 | PA      | $302025011.07  | 0.24%             | 2026-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-443669.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Halifax International Airport Authority                                          | HALIFAX INTL APR               | CUSIP: 405819AA1<br>LEI: 549300HTRXRRF1Q19S90 | Long             | DBT              | CORP              | CA        |         52000 | PA      | $39657.98      | 0.00%             | 2041-07-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSK Capital BV                                                                   | GSK CAPITAL BV                 | CUSIP: N/A<br>LEI: 549300ZGXDBU2ZV6RP76       | Long             | DBT              | CORP              | NL        |      14000000 | PA      | $15796534.16   | 0.01%             | 2032-11-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      26400000 | PA      | $27659687.54   | 0.02%             | 2028-11-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $6188425.33    | 0.00%             | 2033-10-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | AKER BP ASA                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |       4000000 | PA      | $4546324.86    | 0.00%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      48219000 | PA      | $64513916.37   | 0.05%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: AU5739886<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |       2100000 | PA      | $2436430.27    | 0.00%             | 2068-10-20      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFLD REN ENG               | CUSIP: 11282ZAL2<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       1910000 | PA      | $1392488.79    | 0.00%             | 2027-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAB7<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       2939000 | PA      | $1845273.30    | 0.00%             | 2048-06-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KE7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       6898000 | PA      | $5012100.51    | 0.00%             | 2027-06-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAR9<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $901554.19     | 0.00%             | 2030-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2640354.51    | 0.00%             | 2030-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $640680.29     | 0.00%             | 2027-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10942400000 | PA      | $76010725.73   | 0.06%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4018320.01    | 0.00%             | 2031-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                        | SOUTHERN GAS NET               | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |       5600000 | PA      | $5834158.51    | 0.00%             | 2031-12-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      47379000 | PA      | $54829174.11   | 0.04%             | 2033-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $5249413.01    | 0.00%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       3500000 | PA      | $4107836.89    | 0.00%             | 2027-08-31      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust                                    | DREAM IND REIT                 | CUSIP: 26153WAJ8<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              | CORP              | CA        |        300000 | PA      | $226641.93     | 0.00%             | 2028-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  132900000000 | PA      | $114916101.02  | 0.09%             | 2053-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       3600000 | PA      | $4244876.79    | 0.00%             | 2028-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     164005000 | PA      | $29042175.44   | 0.02%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: BJ1619474<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      11216000 | PA      | $12518116.14   | 0.01%             | 2026-11-05      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       4401000 | PA      | $4904432.53    | 0.00%             | 2027-07-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                  | CUSIP: 87262KAH8<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2670870.92    | 0.00%             | 2032-02-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                                  | ADECCO GROUP AG                | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | DBT              | CORP              | CH        |       2125000 | PA      | $2676007.73    | 0.00%             | 2027-11-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      16000000 | PA      | $18718812.23   | 0.01%             | 2029-02-23      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       2491000 | PA      | $1746774.45    | 0.00%             | 2029-07-13      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |       4913000 | PA      | $5221336.14    | 0.00%             | 2029-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                       | FIRST CAP REALTY               | CUSIP: 31943BBZ2<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1449226.61    | 0.00%             | 2027-01-22      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2193074.88    | 0.00%             | 2027-01-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     213000000 | PA      | $1372045.50    | 0.00%             | 2031-09-19      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       5900000 | PA      | $6575310.92    | 0.01%             | 2026-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      56116000 | PA      | $75707914.42   | 0.06%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Great Places Housing Group Ltd                                                   | GRT PL HSE GRP                 | CUSIP: N/A<br>LEI: 213800PI2FGITU4W2A31       | Long             | DBT              | CORP              | GB        |       2955000 | PA      | $3413038.86    | 0.00%             | 2042-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |       6571000 | PA      | $6088178.75    | 0.00%             | 2033-09-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      73907000 | PA      | $18541670.65   | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       2404000 | PA      | $2222830.63    | 0.00%             | 2038-11-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      35000000 | PA      | $17417831.19   | 0.01%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2643669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen-Landesbank Steiermark AG                                              | RAIFF LB STEIER                | CUSIP: N/A<br>LEI: 529900UNUKYZ9HND3309       | Long             | DBT              | CORP              | AT        |       2500000 | PA      | $2514398.53    | 0.00%             | 2033-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14391610.26   | 0.01%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  978735000000 | PA      | $59874520.45   | 0.05%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BQ5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1519960.68    | 0.00%             | 2031-03-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14326800000 | PA      | $81046030.24   | 0.06%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |        574000 | PA      | $754941.85     | 0.00%             | 2039-08-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBV5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $1064452.67    | 0.00%             | 2026-08-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $70452.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAA4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1049147.72    | 0.00%             | 2029-08-09      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                                            | IG GROUP                       | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2468307.58    | 0.00%             | 2028-11-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      10000000 | PA      | $6522846.50    | 0.01%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8000000000 | PA      | $55214010.35   | 0.04%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      18000000 | PA      | $20722884.15   | 0.02%             | 2026-11-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Distribution Services PLC                                          | INT DIST SERV                  | CUSIP: N/A<br>LEI: 213800TCZZU84G8Z2M70       | Long             | DBT              | CORP              | GB        |       2457000 | PA      | $2724612.15    | 0.00%             | 2026-10-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: AQ8047468<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4401073.04    | 0.00%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      11139000 | PA      | $12893994.19   | 0.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Simon International Finance SCA                                                  | SIMON INTL FIN S               | CUSIP: N/A<br>LEI: 549300KMCOJGU910PF77       | Long             | DBT              | CORP              | LU        |       4679000 | PA      | $4457305.80    | 0.00%             | 2033-03-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       8485000 | PA      | $10433533.26   | 0.01%             | 2027-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |       7079000 | PA      | $7842858.91    | 0.01%             | 2028-05-18      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     114810000 | PA      | $153010403.52  | 0.12%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11842193.92   | 0.01%             | 2029-03-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | Long             | DBT              | CORP              | US        |       7964000 | PA      | $9237965.37    | 0.01%             | 2028-12-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     138981000 | PA      | $178358085.64  | 0.14%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     664400000 | PA      | $4547718.56    | 0.00%             | 2028-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JK0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |       2649000 | PA      | $1844439.75    | 0.00%             | 2027-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Fortis SA                                                            | BNP PARIBAS FORT               | CUSIP: N/A<br>LEI: KGCEPHLVVKVRZYO1T647       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5445734.76    | 0.00%             | 2028-03-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-51437185.20  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  635731000000 | PA      | $37335168.04   | 0.03%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1128414.72    | 0.00%             | 2029-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                          | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |       8147000 | PA      | $8996676.41    | 0.01%             | 2026-07-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $6784478.97    | 0.01%             | 2032-09-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Euroclear Bank SA                                                                | EUROCLEAR BANK                 | CUSIP: N/A<br>LEI: 549300OZ46BRLZ8Y6F65       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5812568.18    | 0.00%             | 2027-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $11904519.96   | 0.01%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |      36000000 | PA      | $38408772.34   | 0.03%             | 2032-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       9045000 | PA      | $9692485.76    | 0.01%             | 2040-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                                                    | PROXIMUS SADP                  | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |       6500000 | PA      | $7467985.13    | 0.01%             | 2034-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AP2<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       1407000 | PA      | $991525.23     | 0.00%             | 2028-05-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Whirlpool Finance Luxembourg Sarl                                                | WHIRLPOOL FIN                  | CUSIP: N/A<br>LEI: 549300W5K7SGG3H6B058       | Long             | DBT              | CORP              | LU        |       5229000 | PA      | $5768553.83    | 0.00%             | 2026-11-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4462000 | PA      | $3098623.70    | 0.00%             | 2028-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      58779000 | PA      | $67629633.33   | 0.05%             | 2033-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       1720000 | PA      | $2095377.62    | 0.00%             | 2031-05-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       1219000 | PA      | $1358354.86    | 0.00%             | 2026-06-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15377150000 | PA      | $91214461.87   | 0.07%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty Ltd                                         | NSW ELECTRICITY                | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |       2500000 | PA      | $1402939.36    | 0.00%             | 2030-09-23      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $262252.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAN9<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       1466000 | PA      | $981772.31     | 0.00%             | 2032-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |       5200000 | PA      | $5341841.00    | 0.00%             | 2030-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       5751000 | PA      | $6476969.13    | 0.01%             | 2029-10-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      12300000 | PA      | $13537641.44   | 0.01%             | 2026-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $84540.50      | 0.00%             | 2048-10-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Concordia University/Canada                                                      | CONCORDIA UNIVER               | CUSIP: 20660ECF3<br>LEI: 549300E8W5FF47NHST07 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $1293216.75    | 0.00%             | 2042-09-02      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4626029.05    | 0.00%             | 2032-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823ZAD4<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       1460000 | PA      | $1104520.93    | 0.00%             | 2042-06-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      73786000 | PA      | $41578749.49   | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDQ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       4000000 | PA      | $4428430.92    | 0.00%             | 2029-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAY6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1727000 | PA      | $1368722.66    | 0.00%             | 2040-07-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06415GH29<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      16000000 | PA      | $11891028.00   | 0.01%             | 2026-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       6900000 | PA      | $9109374.56    | 0.01%             | 2036-06-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBX0<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      12600000 | PA      | $9689843.28    | 0.01%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3766800000 | PA      | $24880293.59   | 0.02%             | 2032-04-23      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |       7400000 | PA      | $7289275.26    | 0.01%             | 2031-02-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      66309000 | PA      | $71428807.57   | 0.06%             | 2053-10-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       2200000 | PA      | $2022974.64    | 0.00%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       1455000 | PA      | $1673860.81    | 0.00%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       4587000 | PA      | $5058788.65    | 0.00%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      11400000 | PA      | $12274496.05   | 0.01%             | 2028-03-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5029200000 | PA      | $32471445.91   | 0.03%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBC7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       1535000 | PA      | $1096117.05    | 0.00%             | 2028-02-28      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAB0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       6366000 | PA      | $7744223.10    | 0.01%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     131154000 | PA      | $31730499.29   | 0.03%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAR2<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       2600000 | PA      | $1956592.60    | 0.00%             | 2033-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4256690.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |        800000 | PA      | $950210.30     | 0.00%             | 2031-11-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $3975943.77    | 0.00%             | 2031-04-23      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |      22454000 | PA      | $22246980.77   | 0.02%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |      16700000 | PA      | $17825902.85   | 0.01%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Paragon Treasury Plc                                                             | PARAGON TREASURY               | CUSIP: N/A<br>LEI: 213800Q65UKPKCQBC252       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $930762.04     | 0.00%             | 2047-01-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      15000000 | PA      | $17095283.49   | 0.01%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       7600000 | PA      | $5369063.72    | 0.00%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                       | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |       3420000 | PA      | $4105054.60    | 0.00%             | 2030-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PartnerRe Ireland Finance DAC                                                    | PARTNERRE IRELAN               | CUSIP: N/A<br>LEI: 54930031Y2QTHTYUHU14       | Long             | DBT              | CORP              | IE        |       3396000 | PA      | $3783697.96    | 0.00%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |        390000 | PA      | $250624.88     | 0.00%             | 2027-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       6471000 | PA      | $7150486.20    | 0.01%             | 2026-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCH4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1495213.11    | 0.00%             | 2031-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| University of Oxford                                                             | OXFORD UNIVERSIT               | CUSIP: N/A<br>LEI: 5493009OEHU6YS545T65       | Long             | DBT              | CORP              | GB        |       4459000 | PA      | $2848125.08    | 0.00%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1143400000 | PA      | $7894144.60    | 0.01%             | 2027-04-30      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EDF NRG NET EPN                | CUSIP: EI0420253<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $8384704.06    | 0.01%             | 2036-11-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      36308000 | PA      | $13981418.86   | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $5775707.49    | 0.00%             | 2173-11-30      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368AAA8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       4898000 | PA      | $3548176.08    | 0.00%             | 2026-12-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       1851000 | PA      | $2039462.39    | 0.00%             | 2026-10-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4107872.74    | 0.00%             | 2029-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  970000000000 | PA      | $58649811.20   | 0.05%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |       5000000 | PA      | $5453133.97    | 0.00%             | 2027-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: QZ8098415<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |       5100000 | PA      | $35312.01      | 0.00%             | 2026-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      63050000 | PA      | $43241625.50   | 0.03%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCE5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3615056.22    | 0.00%             | 2054-08-22      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |       2100000 | PA      | $1994416.08    | 0.00%             | 2034-02-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5278178.81    | 0.00%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      22000000 | PA      | $26900552.72   | 0.02%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                  | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |       4913000 | PA      | $5444540.53    | 0.00%             | 2026-06-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14964950000 | PA      | $90502141.73   | 0.07%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      42399000 | PA      | $20768657.67   | 0.02%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     115722000 | PA      | $26938322.30   | 0.02%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1303481.19    | 0.00%             | 2031-09-19      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      29000000 | PA      | $34948599.17   | 0.03%             | 2029-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      34187000 | PA      | $14757880.17   | 0.01%             | 2060-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      48904000 | PA      | $63196501.46   | 0.05%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      17167000 | PA      | $7100930.44    | 0.01%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AT9465242<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2399302.28    | 0.00%             | 2038-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     975200000 | PA      | $6709777.73    | 0.01%             | 2027-11-15      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2888092.21    | 0.00%             | 2026-07-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       4535000 | PA      | $4948317.74    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      26405000 | PA      | $20502814.34   | 0.02%             | 2032-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $7444584.24    | 0.01%             | 2033-06-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       6500000 | PA      | $6629860.98    | 0.01%             | 2029-05-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       7696000 | PA      | $5313156.28    | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hyogo Prefecture                                                                 | HYOGO PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     700000000 | PA      | $4897647.08    | 0.00%             | 2034-09-08      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      44522000 | PA      | $51421967.08   | 0.04%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp                | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1900000000 | PA      | $13191943.98   | 0.01%             | 2026-05-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      65604000 | PA      | $64401970.87   | 0.05%             | 2034-04-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| ENMAX Corp                                                                       | ENMAX CORP                     | CUSIP: 293365AD4<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |       1054000 | PA      | $771370.58     | 0.00%             | 2028-06-05      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7492600000 | PA      | $51597115.47   | 0.04%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      22287000 | PA      | $24658047.32   | 0.02%             | 2027-05-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      12162000 | PA      | $7749672.54    | 0.01%             | 2026-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       7400000 | PA      | $4872361.32    | 0.00%             | 2029-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                     | OMNICOM FIN HOL                | CUSIP: N/A<br>LEI: 213800JBHE39OG74OJ98       | Long             | DBT              | CORP              | GB        |       6896000 | PA      | $7503867.86    | 0.01%             | 2027-07-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: N/A<br>LEI: Y6ZDD9FP4P8JSSJMW954       | Long             | DBT              | CORP              | US        |       2434000 | PA      | $2629459.19    | 0.00%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       2457000 | PA      | $2721110.61    | 0.00%             | 2026-10-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       3752000 | PA      | $4711984.79    | 0.00%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |       2186000 | PA      | $2441812.29    | 0.00%             | 2026-05-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FQ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       5550000 | PA      | $4194709.81    | 0.00%             | 2037-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      72178778 | PA      | $70722755.75   | 0.06%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZAX2<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |        900000 | PA      | $566159.02     | 0.00%             | 2048-09-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                       | HYUNDAI CAP CAN                | CUSIP: 44932WAA8<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       3604000 | PA      | $2579567.58    | 0.00%             | 2026-05-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQY5<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       1471000 | PA      | $1067140.82    | 0.00%             | 2026-06-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |       8492000 | PA      | $8586717.27    | 0.01%             | 2036-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       3154000 | PA      | $3551409.88    | 0.00%             | 2027-06-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9352450.41    | 0.01%             | 2031-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |       2496000 | PA      | $2456471.07    | 0.00%             | 2031-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       7314000 | PA      | $7983634.48    | 0.01%             | 2027-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       3324000 | PA      | $4359480.95    | 0.00%             | 2026-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      13275000 | PA      | $17331189.24   | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |       5700000 | PA      | $6084988.22    | 0.00%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  123256700000 | PA      | $87107222.39   | 0.07%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOILHYDRO ASA               | CUSIP: EH7469180<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       3477000 | PA      | $5147561.06    | 0.00%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                     | FORD CRED CANADA               | CUSIP: 34527ACX6<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1753195.09    | 0.00%             | 2031-05-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9119805.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     158588000 | PA      | $161075990.97  | 0.13%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $125330.08     | 0.00%             | 2033-12-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       5400000 | PA      | $5016791.22    | 0.00%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      13000000 | PA      | $11021487.68   | 0.01%             | 2040-05-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12801350000 | PA      | $70231753.38   | 0.06%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |       9100000 | PA      | $9607313.23    | 0.01%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |       2800000 | PA      | $2857853.45    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2169440.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                      | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |       1500000 | PA      | $1761296.96    | 0.00%             | 2029-08-02      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       1892000 | PA      | $1857002.68    | 0.00%             | 2032-03-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       6217000 | PA      | $7109797.23    | 0.01%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                    | VIDEOTRON LTD                  | CUSIP: 92660FAR5<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      10500000 | PA      | $7878725.95    | 0.01%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5893400000 | PA      | $40427347.31   | 0.03%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAL5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       3489000 | PA      | $3909076.50    | 0.00%             | 2027-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8015928.56    | 0.01%             | 2034-04-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       2076000 | PA      | $1764786.75    | 0.00%             | 2048-04-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       3171000 | PA      | $2656503.07    | 0.00%             | 2037-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     125550000 | PA      | $29475572.81   | 0.02%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 064164QM1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       7500000 | PA      | $5674561.69    | 0.00%             | 2029-02-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $654988.32     | 0.00%             | 2031-12-25      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     169679000 | PA      | $189592378.39  | 0.15%             | 2026-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15326450000 | PA      | $95056244.36   | 0.08%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                             | MMS USA INV INC                | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |       3300000 | PA      | $3452373.34    | 0.00%             | 2031-06-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                                       | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2257294.82    | 0.00%             | 2032-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   70000000000 | PA      | $51201274.71   | 0.04%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Power Finance Ltd                                                      | YORKSHIRE POWER                | CUSIP: N/A<br>LEI: 213800USJR8TNU5T6T16       | Long             | DBT              | CORP              | KY        |       1651000 | PA      | $2334620.75    | 0.00%             | 2028-08-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       3634000 | PA      | $4071969.27    | 0.00%             | 2026-05-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                                               | SAGE GROUP                     | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | DBT              | CORP              | GB        |       5392000 | PA      | $5948748.74    | 0.00%             | 2031-02-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      44210000 | PA      | $59082764.94   | 0.05%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $933008.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      71781000 | PA      | $84995458.53   | 0.07%             | 2030-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      18568000 | PA      | $13440511.32   | 0.01%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      70000000 | PA      | $44490142.57   | 0.04%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      79642000 | PA      | $88875016.78   | 0.07%             | 2026-10-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      56212000 | PA      | $29974166.71   | 0.02%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBM4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       2204000 | PA      | $1211051.32    | 0.00%             | 2049-09-07      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       2760000 | PA      | $2330002.91    | 0.00%             | 2038-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      35964000 | PA      | $22546026.26   | 0.02%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SGSP Australia Assets Pty Ltd                                                    | SGSP AUSTRALIA                 | CUSIP: N/A<br>LEI: 254900BJJ12X7PJT5072       | Long             | DBT              | CORP              | AU        |       2000000 | PA      | $1174544.41    | 0.00%             | 2028-09-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5612281.35    | 0.00%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: ZR7444998<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       9200000 | PA      | $9758610.40    | 0.01%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1732978000 | PA      | $51293456.34   | 0.04%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     100000000 | PA      | $115168426.55  | 0.09%             | 2027-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       6763000 | PA      | $8575026.07    | 0.01%             | 2026-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  318879000000 | PA      | $19840730.14   | 0.02%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      60000000 | PA      | $13298501.70   | 0.01%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | DAIMLER INTL FIN               | CUSIP: AT8301604<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |       4700000 | PA      | $5255719.60    | 0.00%             | 2027-02-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                                             | POWER CORP                     | CUSIP: 739239AD3<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |       1100000 | PA      | $791650.28     | 0.00%             | 2047-01-31      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901AY8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1812133.45    | 0.00%             | 2026-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      15350000 | PA      | $17474445.33   | 0.01%             | 2028-10-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29937261.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058HF3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |        886000 | PA      | $617704.98     | 0.00%             | 2029-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12009229.33   | 0.01%             | 2031-11-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |        200000 | PA      | $214062.37     | 0.00%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       1200000 | PA      | $904579.34     | 0.00%             | 2033-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       2900000 | PA      | $2931239.60    | 0.00%             | 2031-09-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFK5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       1696000 | PA      | $1439158.11    | 0.00%             | 2040-05-18      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAF8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       3732000 | PA      | $2748699.48    | 0.00%             | 2028-10-23      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      57995000 | PA      | $41926570.02   | 0.03%             | 2040-09-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       3464000 | PA      | $2966084.12    | 0.00%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       8602900 | PA      | $3729657.52    | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1040440000 | PA      | $48317947.65   | 0.04%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5514302.80    | 0.00%             | 2026-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       4400000 | PA      | $4860056.83    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Saitama Prefecture                                                               | SAITAMA PREFECT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3686613.51    | 0.00%             | 2029-06-22      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Crosslinx Transit Solutions GP                                                   | CROSSLINX TRANSI               | CUSIP: 22766TAA2<br>LEI: 549300N3TR1FPECQEH46 | Long             | DBT              | CORP              | CA        |       1447411 | PA      | $986094.62     | 0.00%             | 2046-09-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       3462000 | PA      | $3869260.51    | 0.00%             | 2028-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1323669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      49260000 | PA      | $10786534.27   | 0.01%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                             | EIKA BOLIGKREDIT               | CUSIP: N/A<br>LEI: 549300T7MMTBQXCJOQ79       | Long             | DBT              | CORP              | NO        |       9057000 | PA      | $9638840.04    | 0.01%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Babcock International Group PLC                                                  | BABCOCK INTL GRP               | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | DBT              | CORP              | GB        |        217000 | PA      | $237982.05     | 0.00%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  706587000000 | PA      | $42136192.02   | 0.03%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27538819.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666CY5<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       1467000 | PA      | $900135.49     | 0.00%             | 2053-01-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |       5455000 | PA      | $6117985.97    | 0.00%             | 2026-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |       9296000 | PA      | $2443514.03    | 0.00%             | 2043-09-30      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      29300000 | PA      | $209417.95     | 0.00%             | 2026-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                    | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  160665000000 | PA      | $30874951.72   | 0.02%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       4300000 | PA      | $5592423.48    | 0.00%             | 2029-05-31      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                     | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       2455000 | PA      | $3571207.45    | 0.00%             | 2033-09-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       1786000 | PA      | $1966903.49    | 0.00%             | 2026-11-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canton of Basel-Landschaft                                                       | CANTON BASLE-LND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       5000000 | PA      | $6253952.26    | 0.00%             | 2040-03-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-194497.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AR0<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |        319000 | PA      | $219595.73     | 0.00%             | 2030-10-09      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $11419395.99   | 0.01%             | 2032-09-19      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ontario School Boards Financing Corp                                             | ONT SCHOOL FIN                 | CUSIP: 683244AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |         13105 | PA      | $10052.36      | 0.00%             | 2029-11-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       3920000 | PA      | $4851968.30    | 0.00%             | 2027-03-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11544519.33   | 0.01%             | 2034-02-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EQ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      22771000 | PA      | $12755243.54   | 0.01%             | 2052-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      13652000 | PA      | $14960252.29   | 0.01%             | 2028-03-13      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Wrekin Housing Group Ltd/The                                                     | WREKIN HOUSING                 | CUSIP: ZQ0997739<br>LEI: 213800BWSUUOGZAGPM78 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $743676.33     | 0.00%             | 2048-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      65317000 | PA      | $81428325.40   | 0.06%             | 2028-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |       2523004 | PA      | $2494659.07    | 0.00%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1978606.82    | 0.00%             | 2031-09-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |       4876000 | PA      | $5142493.06    | 0.00%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      18659000 | PA      | $15575633.38   | 0.01%             | 2035-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       4712000 | PA      | $5310645.08    | 0.00%             | 2028-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       7210000 | PA      | $10088735.36   | 0.01%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       7600000 | PA      | $4260454.48    | 0.00%             | 2031-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      52612000 | PA      | $35986184.39   | 0.03%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |        589000 | PA      | $374139.75     | 0.00%             | 2027-10-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fair Hydro Trust                                                                 | FAIR HYDRO                     | CUSIP: 30324RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3516000 | PA      | $2483487.55    | 0.00%             | 2035-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      15661000 | PA      | $17352309.37   | 0.01%             | 2027-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |       7882000 | PA      | $9252963.99    | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |      48170000 | PA      | $2182611.76    | 0.00%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      12567000 | PA      | $12747819.63   | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2788328.30    | 0.00%             | 2028-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7967847.53    | 0.01%             | 2027-07-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                          | SCHLUMBERGER FIN               | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |       2981000 | PA      | $3098361.83    | 0.00%             | 2032-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       6500000 | PA      | $7282818.91    | 0.01%             | 2037-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |       6684000 | PA      | $6912645.57    | 0.01%             | 2028-12-02      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $8767721.46    | 0.01%             | 2034-09-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2898000 | PA      | $1536830.89    | 0.00%             | 2049-11-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      68075000 | PA      | $52712967.17   | 0.04%             | 2034-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |       5896000 | PA      | $7636999.01    | 0.01%             | 2035-10-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      70000000 | PA      | $10082087.62   | 0.01%             | 2028-08-09      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5734091.66    | 0.00%             | 2035-07-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JY0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |       2265000 | PA      | $1615618.78    | 0.00%             | 2026-07-22      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       5854000 | PA      | $6530347.89    | 0.01%             | 2027-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $14108831.40   | 0.01%             | 2037-09-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-22612310.09  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FX6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       5500000 | PA      | $3988660.56    | 0.00%             | 2028-05-24      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-115043414.25 | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      76041431 | PA      | $101671926.01  | 0.08%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |        600000 | PA      | $573762.53     | 0.00%             | 2054-06-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AQ3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |       5229000 | PA      | $5889533.04    | 0.00%             | 2026-06-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      40560304 | PA      | $29534756.32   | 0.02%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-223278.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: AN9634006<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2220941.42    | 0.00%             | 2027-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |       4300000 | PA      | $4793791.06    | 0.00%             | 2026-10-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     268000000 | PA      | $27176220.37   | 0.02%             | 2027-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCE6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       6275000 | PA      | $4447497.51    | 0.00%             | 2029-09-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genfinance II PLC                                                                | GENFINANCE II                  | CUSIP: N/A<br>LEI: 2138006JJ7RJD7M6KV22       | Long             | DBT              | CORP              | GB        |       2863000 | PA      | $3803886.80    | 0.00%             | 2039-12-21      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      15100000 | PA      | $16953655.27   | 0.01%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      18200000 | PA      | $15473796.78   | 0.01%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      30199000 | PA      | $33434220.31   | 0.03%             | 2026-07-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAF1<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       3890000 | PA      | $2853312.74    | 0.00%             | 2035-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAU0<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       3409000 | PA      | $2451126.39    | 0.00%             | 2027-05-21      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |       3031000 | PA      | $2907151.65    | 0.00%             | 2031-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                  | CUSIP: 87262KAE5<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |       1400000 | PA      | $1028497.32    | 0.00%             | 2028-06-05      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       8242000 | PA      | $9136625.84    | 0.01%             | 2029-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      53013000 | PA      | $61888509.18   | 0.05%             | 2034-03-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AW4<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       1400000 | PA      | $1049649.54    | 0.00%             | 2031-01-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                      | NOVARTIS AG                    | CUSIP: EK7344915<br>LEI: 5493007HIVTX6SY6XD66 | Long             | DBT              | CORP              | CH        |       3000000 | PA      | $3674703.58    | 0.00%             | 2035-05-11      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     251077364 | PA      | $268903811.62  | 0.21%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      20000000 | PA      | $13054833.66   | 0.01%             | 2031-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      56777476 | PA      | $67711608.31   | 0.05%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      10700000 | PA      | $9876742.84    | 0.01%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       4500000 | PA      | $5291488.16    | 0.00%             | 2035-04-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BJ1<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $886840.04     | 0.00%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | PHOENIX GRP                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      10234000 | PA      | $11768625.24   | 0.01%             | 2029-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       4400000 | PA      | $4576538.03    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       6644000 | PA      | $7432645.57    | 0.01%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $806568.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBN9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |        100000 | PA      | $68305.20      | 0.00%             | 2044-06-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     176965000 | PA      | $42018516.29   | 0.03%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-106413.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8450000000 | PA      | $56599261.89   | 0.04%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      17187000 | PA      | $8547100.32    | 0.01%             | 2052-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Essity AB                                                                        | ESSITY AB                      | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | DBT              | CORP              | SE        |        822000 | PA      | $915446.33     | 0.00%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                            | OPTUS FINANCE                  | CUSIP: AZ1511791<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $5211195.62    | 0.00%             | 2029-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Maritime Link Financing Trust                                                    | ML FINANCING TR                | CUSIP: 570344AB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       1000000 | PA      | $722319.74     | 0.00%             | 2052-12-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                   | SUMITOMO TR&BK                 | CUSIP: N/A<br>LEI: 5493006GGLR4BTEL8O61       | Long             | DBT              | CORP              | JP        |       8868000 | PA      | $9495759.83    | 0.01%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                    | BERLIN HYP AG                  | CUSIP: ZS8039944<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10473601.75   | 0.01%             | 2029-05-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $984901.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |       5757000 | PA      | $6132870.77    | 0.00%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |       4040000 | PA      | $2574195.16    | 0.00%             | 2026-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |       4561000 | PA      | $5818368.32    | 0.00%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      47400000 | PA      | $46408987.54   | 0.04%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      33146000 | PA      | $33551151.19   | 0.03%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    9755340000 | PA      | $25354475.37   | 0.02%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westfield Stratford City Finance NO 2 PLC                                        | WESTFIELD STR                  | CUSIP: N/A<br>LEI: 213800CWR516YQ5EC781       | Long             | DBT              | CORP              | GB        |       1228000 | PA      | $1565899.00    | 0.00%             | 2031-08-04      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      22500000 | PA      | $23616411.44   | 0.02%             | 2054-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       2900000 | PA      | $2805154.03    | 0.00%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $81638.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      10630000 | PA      | $6979584.85    | 0.01%             | 2029-02-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $117748.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      12500000 | PA      | $15046174.35   | 0.01%             | 2034-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $319555.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       4685000 | PA      | $4910162.93    | 0.00%             | 2030-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAQ1<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       3104000 | PA      | $1649253.42    | 0.00%             | 2050-08-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |       6242000 | PA      | $7018789.86    | 0.01%             | 2026-05-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |       1706000 | PA      | $1904641.88    | 0.00%             | 2026-08-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     159688000 | PA      | $132373746.68  | 0.10%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                               | UBS SWITZERLAND                | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |      11000000 | PA      | $12754647.35   | 0.01%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $2871376.60    | 0.00%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                                                  | MITSUBISHI HEAVY               | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2621519.09    | 0.00%             | 2031-09-01      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CU6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       5598000 | PA      | $6566292.81    | 0.01%             | 2029-04-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      21513000 | PA      | $23991454.05   | 0.02%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       4106000 | PA      | $3509327.76    | 0.00%             | 2038-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |     200000000 | PA      | $20925148.21   | 0.02%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       1965000 | PA      | $2312519.43    | 0.00%             | 2037-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                                           | EWE AG                         | CUSIP: N/A<br>LEI: 529900L64X6KZZW19R71       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5230748.62    | 0.00%             | 2028-06-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       9518000 | PA      | $9909355.18    | 0.01%             | 2029-02-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1027560.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      12500000 | PA      | $13772584.79   | 0.01%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                     | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |      34362000 | PA      | $33564552.96   | 0.03%             | 2031-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      69455000 | PA      | $40038333.80   | 0.03%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     231904000 | PA      | $228861184.26  | 0.18%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      13000000 | PA      | $15714420.39   | 0.01%             | 2032-03-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       5150000 | PA      | $6718284.12    | 0.01%             | 2034-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $10293810.22   | 0.01%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZBC2<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       4791000 | PA      | $3422306.59    | 0.00%             | 2029-04-03      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5205600000 | PA      | $35262001.87   | 0.03%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |       4913000 | PA      | $5273570.74    | 0.00%             | 2030-05-04      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6703264.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1475931.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3132774.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McGill University                                                                | MCGILL UNIVERS                 | CUSIP: 78032CDA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |         16000 | PA      | $13488.81      | 0.00%             | 2042-09-22      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                     | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       6567000 | PA      | $6642783.99    | 0.01%             | 2044-09-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance Sarl                                                          | AROUNDTOWN FIN                 | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |       1700000 | PA      | $2202091.50    | 0.00%             | 2173-08-07      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      25000000 | PA      | $29145732.11   | 0.02%             | 2032-04-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |       2321000 | PA      | $2523220.90    | 0.00%             | 2028-10-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2511022.07    | 0.00%             | 2033-11-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                          | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |         50000 | PA      | $68542.33      | 0.00%             | 2027-05-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |       7968000 | PA      | $8089897.27    | 0.01%             | 2030-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       9681000 | PA      | $10480827.00   | 0.01%             | 2027-07-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      13500000 | PA      | $16187483.81   | 0.01%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15270000000 | PA      | $95853703.08   | 0.08%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      25261000 | PA      | $26661023.54   | 0.02%             | 2028-08-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       6900000 | PA      | $4356643.82    | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |       5252000 | PA      | $6504361.24    | 0.01%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       9461000 | PA      | $6879723.38    | 0.01%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  680000000000 | PA      | $40563888.44   | 0.03%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1128350000 | PA      | $8678151.85    | 0.01%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       2926000 | PA      | $3284717.08    | 0.00%             | 2026-11-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       3429000 | PA      | $3548622.60    | 0.00%             | 2033-11-05      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  105000000000 | PA      | $75874898.35   | 0.06%             | 2029-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EM7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       5458000 | PA      | $3655308.04    | 0.00%             | 2031-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                          | VIER GAS TRANSPO               | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $6058043.30    | 0.00%             | 2032-09-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      40825000 | PA      | $43676727.05   | 0.03%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1128620.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5063960.74    | 0.00%             | 2029-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11414050000 | PA      | $80885428.23   | 0.06%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |       4331000 | PA      | $4514130.96    | 0.00%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      22657000 | PA      | $28233164.00   | 0.02%             | 2058-05-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9369300000 | PA      | $67586937.64   | 0.05%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  180000000000 | PA      | $102808870.91  | 0.08%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       7545000 | PA      | $7913537.25    | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      31800000 | PA      | $211247.15     | 0.00%             | 2030-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      15089000 | PA      | $16724765.14   | 0.01%             | 2173-06-22      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |        766000 | PA      | $889768.72     | 0.00%             | 2034-02-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       5690000 | PA      | $6020301.80    | 0.00%             | 2028-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       1000000 | PA      | $1178534.19    | 0.00%             | 2031-07-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28487947.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-185396.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                                                      | CAMECO CORP                    | CUSIP: 13321LAL2<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | DBT              | CORP              | CA        |       1578000 | PA      | $1131523.86    | 0.00%             | 2027-10-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20138550000 | PA      | $115862917.74  | 0.09%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | BADEN-WURTTEMBRG               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5386031.51    | 0.00%             | 2027-02-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2868940.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                                         | SAGAX AB                       | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | DBT              | CORP              | SE        |       2285000 | PA      | $2682492.29    | 0.00%             | 2030-05-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prs Finance PLC                                                                  | PRS FINANCE PLC                | CUSIP: N/A<br>LEI: 2138002JNX4ZKQI8OU17       | Long             | DBT              | CORP              | GB        |       7886112 | PA      | $10145849.57   | 0.01%             | 2026-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10335371.78   | 0.01%             | 2032-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      78943703 | PA      | $102731759.20  | 0.08%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $4839570.81    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       7400000 | PA      | $7874665.25    | 0.01%             | 2042-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 03524BAH9<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |       6053000 | PA      | $4107811.42    | 0.00%             | 2047-05-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |       2500000 | PA      | $2342999.10    | 0.00%             | 2038-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      15732000 | PA      | $13677177.82   | 0.01%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BQ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |        552000 | PA      | $599671.11     | 0.00%             | 2028-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: EI5261702<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |       7038000 | PA      | $303010.14     | 0.00%             | 2061-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     108036000 | PA      | $127861233.67  | 0.10%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     602289000 | PA      | $20085836.02   | 0.02%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      80000000 | PA      | $49037228.35   | 0.04%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                     | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 5U0XI89JRFVHWIBS4F54       | Long             | DBT              | CORP              | JP        |       3459000 | PA      | $3554500.06    | 0.00%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       9942000 | PA      | $6160645.92    | 0.00%             | 2026-06-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |       4000000 | PA      | $4838644.25    | 0.00%             | 2033-06-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wabtec Transportation Netherlands BV                                             | WABTEC TRANSPORT               | CUSIP: N/A<br>LEI: 213800W8WKL7DR8NFE48       | Long             | DBT              | CORP              | NL        |       2757000 | PA      | $3008467.19    | 0.00%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-26218317.13  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      19000000 | PA      | $23325630.74   | 0.02%             | 2034-05-30      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $119236.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBP7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1677000 | PA      | $948709.65     | 0.00%             | 2051-09-05      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| North Battleford Power LP                                                        | NORTH BATTLEFORD               | CUSIP: 65746TAA6<br>LEI: 549300IV08NFYQXX8081 | Long             | DBT              | CORP              | CA        |       1530103 | PA      | $1124273.07    | 0.00%             | 2032-12-31      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZBB4<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       4424000 | PA      | $2878190.99    | 0.00%             | 2037-06-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       3709000 | PA      | $3093453.28    | 0.00%             | 2049-08-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: BH3926186<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       9800000 | PA      | $10845475.88   | 0.01%             | 2027-04-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       5900000 | PA      | $6019772.68    | 0.00%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216BP4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       6412000 | PA      | $7103598.68    | 0.01%             | 2027-03-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10000000000 | PA      | $68521954.12   | 0.05%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     950000000 | PA      | $31158688.97   | 0.02%             | 2047-06-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-636215.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |       4000000 | PA      | $4741674.96    | 0.00%             | 2033-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      35900000 | PA      | $36442687.52   | 0.03%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       4388000 | PA      | $4421730.37    | 0.00%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $37985225.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7630816.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      24750000 | PA      | $21102280.52   | 0.02%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                            | OPTUS FINANCE                  | CUSIP: N/A<br>LEI: 254900UAM2PKZZ3FLH23       | Long             | DBT              | CORP              | AU        |      10200000 | PA      | $5782876.10    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                              | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |       8956000 | PA      | $9503996.46    | 0.01%             | 2030-08-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BN3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       2504000 | PA      | $1766055.07    | 0.00%             | 2027-12-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      13500000 | PA      | $15981838.48   | 0.01%             | 2033-04-19      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CT Real Estate Investment Trust                                                  | CT REIT                        | CUSIP: 126462AE0<br>LEI: 549300QXEHJXT6D53X16 | Long             | DBT              | CORP              | CA        |        654000 | PA      | $473057.57     | 0.00%             | 2027-06-16      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       1528000 | PA      | $1999306.49    | 0.00%             | 2033-11-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       4600000 | PA      | $3838454.81    | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       4300000 | PA      | $3983285.47    | 0.00%             | 2033-01-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |        500000 | PA      | $483611.16     | 0.00%             | 2031-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12888600000 | PA      | $79492653.50   | 0.06%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6655335.90    | 0.01%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1014240.16    | 0.00%             | 2029-10-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1155291.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      17500000 | PA      | $21125808.71   | 0.02%             | 2033-08-23      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     179175000 | PA      | $120518776.84  | 0.10%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                  | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3312634.12    | 0.00%             | 2174-03-22      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       6681000 | PA      | $6972437.03    | 0.01%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                       | ANGLO AMERICAN                 | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6097036.01    | 0.00%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       6981000 | PA      | $7329170.19    | 0.01%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     149986902 | PA      | $156788239.41  | 0.12%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     251061000 | PA      | $286914586.69  | 0.23%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SKF AB                                                                           | SKF AB                         | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | DBT              | CORP              | SE        |       2845000 | PA      | $2930333.01    | 0.00%             | 2031-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      10449000 | PA      | $5969400.33    | 0.00%             | 2050-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      13400000 | PA      | $14968383.03   | 0.01%             | 2029-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAK2<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $1103546.74    | 0.00%             | 2043-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |        400000 | PA      | $408075.14     | 0.00%             | 2030-03-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      13000000 | PA      | $15370228.46   | 0.01%             | 2030-02-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13121250000 | PA      | $89470076.06   | 0.07%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 92157WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1678000 | PA      | $896042.26     | 0.00%             | 2050-09-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       5950000 | PA      | $8288177.08    | 0.01%             | 2038-04-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       3980000 | PA      | $4619157.90    | 0.00%             | 2026-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     510000000 | PA      | $3493700.46    | 0.00%             | 2028-06-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     370000000 | PA      | $2483132.16    | 0.00%             | 2030-01-31      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5750081.28    | 0.00%             | 2033-07-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2658480.91    | 0.00%             | 2033-06-01      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DN7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       3356000 | PA      | $2918449.31    | 0.00%             | 2036-05-06      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      25106000 | PA      | $28614811.57   | 0.02%             | 2034-02-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      35494000 | PA      | $25838839.01   | 0.02%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       1000000 | PA      | $1388783.19    | 0.00%             | 2032-12-06      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       6954000 | PA      | $8647575.99    | 0.01%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAP2<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $1002323.86    | 0.00%             | 2030-04-26      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Merseylink Issuer PLC                                                            | MERSEYLINK PLC                 | CUSIP: N/A<br>LEI: 549300KCJFKMWJNEFT60       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $114834.20     | 0.00%             | 2043-03-31      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      54099000 | PA      | $29198884.21   | 0.02%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28340.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7223450000 | PA      | $53224135.70   | 0.04%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25843980.29  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAD6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       3975000 | PA      | $4462410.31    | 0.00%             | 2027-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      40463000 | PA      | $26704349.39   | 0.02%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2545082.33    | 0.00%             | 2036-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $76265520.35   | 0.06%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      28144000 | PA      | $34701830.75   | 0.03%             | 2037-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: EJ1023658<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       6800000 | PA      | $8537674.06    | 0.01%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |        100000 | PA      | $110082.57     | 0.00%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: 69363TAN2<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       6428000 | PA      | $4477497.40    | 0.00%             | 2030-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DH8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       1725000 | PA      | $1852350.34    | 0.00%             | 2028-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     154970000 | PA      | $154585300.10  | 0.12%             | 2049-06-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Greene King Finance PLC                                                          | GREENE KING FIN                | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |        168481 | PA      | $225052.03     | 0.00%             | 2031-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                                 | CEPSA FINANCE SA               | CUSIP: N/A<br>LEI: 959800QEUH8V5SPPCB45       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3225100.34    | 0.00%             | 2028-02-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      10500000 | PA      | $11667184.10   | 0.01%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-18786.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       5331000 | PA      | $5352570.30    | 0.00%             | 2037-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      15000000 | PA      | $16179560.77   | 0.01%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      43500000 | PA      | $49493134.25   | 0.04%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       1700000 | PA      | $1885335.13    | 0.00%             | 2027-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: AV4988953<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      12250000 | PA      | $14886460.93   | 0.01%             | 2027-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       8266000 | PA      | $6255911.00    | 0.00%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      30523000 | PA      | $11917702.52   | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc                                                            | EURONET WORLDWID               | CUSIP: N/A<br>LEI: YG3575C4DSHJPA5KET68       | Long             | DBT              | CORP              | US        |       3144000 | PA      | $3493330.84    | 0.00%             | 2026-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      40500000 | PA      | $39382196.35   | 0.03%             | 2031-02-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DP World Ltd/United Arab Emirates                                                | DP WORLD PLC                   | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |       1004000 | PA      | $1281974.58    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      99344896 | PA      | $89456661.53   | 0.07%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: BH4727377<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       2686000 | PA      | $2933068.59    | 0.00%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      12807000 | PA      | $14528461.34   | 0.01%             | 2034-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AR2<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       4900000 | PA      | $3558487.27    | 0.00%             | 2054-03-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      14000000 | PA      | $16849309.99   | 0.01%             | 2032-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     420000000 | PA      | $58695416.37   | 0.05%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                             | EXPERIAN FINANCE               | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3344540.74    | 0.00%             | 2034-10-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   86500000000 | PA      | $52609579.92   | 0.04%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 669816AE0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1254000 | PA      | $692561.48     | 0.00%             | 2050-04-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |       2547000 | PA      | $2830621.80    | 0.00%             | 2028-05-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24193142.21  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LB5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |        700000 | PA      | $813200.01     | 0.00%             | 2031-02-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       6322000 | PA      | $3012077.50    | 0.00%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       2500000 | PA      | $2882685.68    | 0.00%             | 2029-01-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      11500000 | PA      | $13104334.74   | 0.01%             | 2027-09-14      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      14331000 | PA      | $14610170.14   | 0.01%             | 2029-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Communaute Francaise de Belgique                                                 | COMM FRANC BELG                | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | NUSS              | BE        |      14100000 | PA      | $12231492.71   | 0.01%             | 2035-06-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                      | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |       1500000 | PA      | $1855003.69    | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $4049850.61    | 0.00%             | 2033-04-25      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      30000000 | PA      | $16820036.50   | 0.01%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      24500000 | PA      | $26693117.88   | 0.02%             | 2027-02-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3185677.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $111615.32     | 0.00%             | 2026-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      39061000 | PA      | $24225268.21   | 0.02%             | 2050-10-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAP1<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       7500000 | PA      | $5374087.30    | 0.00%             | 2031-11-18      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       6000000 | PA      | $7045953.85    | 0.01%             | 2028-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance Sarl                                                          | AROUNDTOWN FIN                 | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $2906160.55    | 0.00%             | 2079-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |        800000 | PA      | $735591.21     | 0.00%             | 2042-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Finance Europe SA                                                 | CNH IND FIN                    | CUSIP: N/A<br>LEI: 5493007GVB1I2FDSS786       | Long             | DBT              | CORP              | LU        |       7484000 | PA      | $8012569.07    | 0.01%             | 2029-07-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2939769.20    | 0.00%             | 2029-12-28      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Norfina Ltd                                                                      | NORFINA LTD                    | CUSIP: N/A<br>LEI: JEBU6C6ITPD2YZ9N7F22       | Long             | DBT              | CORP              | AU        |        600000 | PA      | $380253.04     | 0.00%             | 2026-08-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $2722179.17    | 0.00%             | 2028-10-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |        200000 | PA      | $222895.66     | 0.00%             | 2030-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      25000000 | PA      | $23305847.55   | 0.02%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $783124.62     | 0.00%             | 2053-07-27      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                            | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |       3048000 | PA      | $4462107.55    | 0.00%             | 2039-03-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     215000000 | PA      | $51554010.43   | 0.04%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      90622000 | PA      | $97489591.44   | 0.08%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      30000000 | PA      | $19617418.61   | 0.02%             | 2028-01-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3176412.01    | 0.00%             | 2029-01-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       4000000 | PA      | $4503670.32    | 0.00%             | 2031-11-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | MUTUELLE ASSUR                 | CUSIP: N/A<br>LEI: 969500QISBFB1NW4SX83       | Long             | DBT              | CORP              | FR        |       1500000 | PA      | $1449912.49    | 0.00%             | 2052-06-21      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2752631.42    | 0.00%             | 2029-03-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 49327ZAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1495566.66    | 0.00%             | 2054-01-04      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666CW9<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |        800000 | PA      | $592526.97     | 0.00%             | 2041-05-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     217028000 | PA      | $248849794.51  | 0.20%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       7256000 | PA      | $4809250.07    | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2309965.57    | 0.00%             | 2033-08-24      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                  | ELM BV FOR HELVE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       3108000 | PA      | $3495675.32    | 0.00%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      15900000 | PA      | $16953328.24   | 0.01%             | 2027-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20500000000 | PA      | $142520091.97  | 0.11%             | 2029-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZAQ6<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       1475000 | PA      | $1082445.00    | 0.00%             | 2027-10-04      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Vesteda Finance BV                                                               | VESTEDA FINANC                 | CUSIP: N/A<br>LEI: 72450072M9HBDGD2GH67       | Long             | DBT              | CORP              | NL        |       2786000 | PA      | $2672572.15    | 0.00%             | 2031-10-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Inchcape PLC                                                                     | INCHCAPE PLC                   | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | DBT              | CORP              | GB        |       4000000 | PA      | $5463164.68    | 0.00%             | 2028-06-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Segro Capital Sarl                                                               | SEGRO CAPITAL                  | CUSIP: N/A<br>LEI: 549300HY425AKJLQVX75       | Long             | DBT              | CORP              | LU        |       4276000 | PA      | $4059443.49    | 0.00%             | 2031-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       8900000 | PA      | $8512464.97    | 0.01%             | 2031-11-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAE1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       1277000 | PA      | $770307.96     | 0.00%             | 2050-09-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Coentreprise de Transport d'Electricite SA                                       | CTE CO TRANSP EL               | CUSIP: N/A<br>LEI: 969500BH61SHYYBTJQ29       | Long             | DBT              | CORP              | FR        |       3900000 | PA      | $4255566.96    | 0.00%             | 2028-07-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      22515000 | PA      | $24668632.98   | 0.02%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17070477.46   | 0.01%             | 2026-09-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086UA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       6985000 | PA      | $4976749.17    | 0.00%             | 2031-11-03      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2999381.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      11104000 | PA      | $12585634.01   | 0.01%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       5633000 | PA      | $6894440.33    | 0.01%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      12000000 | PA      | $13432721.93   | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |      10500000 | PA      | $12169759.18   | 0.01%             | 2029-01-25      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5602374.57    | 0.00%             | 2026-12-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9000000000 | PA      | $62096770.88   | 0.05%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1750931.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4187519.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2978906.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: N/A<br>LEI: 549300G0CFPGEF6X2043       | Long             | DBT              | CORP              | US        |       3500000 | PA      | $3731639.89    | 0.00%             | 2055-02-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  784458000000 | PA      | $46288815.65   | 0.04%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                    | MERCK FIN SERVIC               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |        200000 | PA      | $200274.78     | 0.00%             | 2031-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       8500000 | PA      | $9822409.03    | 0.01%             | 2030-06-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45834ZAR0<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |        904000 | PA      | $661299.01     | 0.00%             | 2027-06-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-16435798.29  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       4100000 | PA      | $4829067.99    | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: N/A<br>LEI: 549300BKPEP01R3V6C59       | Long             | DBT              | CORP              | US        |       3306000 | PA      | $3711007.84    | 0.00%             | 2029-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      22834000 | PA      | $26876155.20   | 0.02%             | 2030-07-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      39075143 | PA      | $52884894.87   | 0.04%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     241740000 | PA      | $34358470.79   | 0.03%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3769400.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      35000000 | PA      | $22924092.24   | 0.02%             | 2027-11-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       3680000 | PA      | $4554887.18    | 0.00%             | 2032-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5593200.18    | 0.00%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6417704.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $16372033.09   | 0.01%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAP4<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1543442.04    | 0.00%             | 2028-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29215389.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5381050.13    | 0.00%             | 2028-11-02      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $883442.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      62161000 | PA      | $32034355.44   | 0.03%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11435200000 | PA      | $71642623.69   | 0.06%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     164860000 | PA      | $5132318.17    | 0.00%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-276146.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 22944CAA4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1400000 | PA      | $1086412.59    | 0.00%             | 2053-09-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: AM8702772<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5497896.86    | 0.00%             | 2028-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AQ4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $450237.72     | 0.00%             | 2052-09-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      17233000 | PA      | $18675386.15   | 0.01%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       5600000 | PA      | $6005272.65    | 0.00%             | 2032-07-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086VK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       8100000 | PA      | $6058168.38    | 0.00%             | 2027-07-26      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $12001357.15   | 0.01%             | 2033-09-21      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EB1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $7105144.09    | 0.01%             | 2031-09-14      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |       4276000 | PA      | $3696385.37    | 0.00%             | 2036-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 6 PLC                                                     | TESCO PROP FIN 6               | CUSIP: N/A<br>LEI: 213800FORYFOB97FHO66       | Long             | DBT              | CORP              | GB        |       2615728 | PA      | $3328552.19    | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8112643.06    | 0.01%             | 2033-03-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |       9000000 | PA      | $9977631.75    | 0.01%             | 2036-11-27      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      58712000 | PA      | $44955568.47   | 0.04%             | 2026-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DM1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       2555000 | PA      | $1959033.19    | 0.00%             | 2054-05-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       3500000 | PA      | $3787444.16    | 0.00%             | 2027-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BB9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       6862000 | PA      | $8435887.05    | 0.01%             | 2027-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UJ2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       9304000 | PA      | $6752466.75    | 0.01%             | 2026-06-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     585200000 | PA      | $4027469.35    | 0.00%             | 2027-10-29      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      11552000 | PA      | $12333141.86   | 0.01%             | 2027-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      32315000 | PA      | $40592540.94   | 0.03%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5025303.33    | 0.00%             | 2029-06-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |       9000000 | PA      | $10592429.73   | 0.01%             | 2038-09-07      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |      12365000 | PA      | $12617095.11   | 0.01%             | 2029-10-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | HYPO NOE GRUPPE                | CUSIP: N/A<br>LEI: 5493007BWYDPQZLZ0Y27       | Long             | DBT              | CORP              | AT        |      20800000 | PA      | $22795200.43   | 0.02%             | 2029-05-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCA9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1509020.02    | 0.00%             | 2033-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCF9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2112073.77    | 0.00%             | 2027-08-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       4655000 | PA      | $5644918.02    | 0.00%             | 2031-01-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 1536857000000 | PA      | $93541819.71   | 0.07%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  953002000000 | PA      | $56666652.86   | 0.04%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       4300000 | PA      | $2778143.26    | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                          | HOUSING NZ LTD                 | CUSIP: AX8465632<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |      13040000 | PA      | $7637146.75    | 0.01%             | 2026-10-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                        | NESTLE SA                      | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | DBT              | CORP              | CH        |       7000000 | PA      | $9476731.20    | 0.01%             | 2038-06-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |       2400000 | PA      | $2729927.58    | 0.00%             | 2027-09-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     800000000 | PA      | $3404539.94    | 0.00%             | 2049-12-28      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       5579000 | PA      | $6109964.05    | 0.00%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $4192675.22    | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |       1500000 | PA      | $1632687.10    | 0.00%             | 2028-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAQ9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1537000 | PA      | $1035474.31    | 0.00%             | 2045-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Chugoku Electric Power Co Inc/The                                                | CHUGOKU ELEC PWR               | CUSIP: N/A<br>LEI: 353800MV866ELME96Q46       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3313198.70    | 0.00%             | 2033-05-25      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $9827482.87    | 0.01%             | 2033-01-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                      | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5403280.62    | 0.00%             | 2028-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3900000000 | PA      | $25787938.52   | 0.02%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2030475.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |       4108000 | PA      | $4490897.51    | 0.00%             | 2034-11-19      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HLDG                 | CUSIP: ZP8426170<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1995870.12    | 0.00%             | 2030-03-05      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      11200000 | PA      | $12465063.59   | 0.01%             | 2026-06-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AEE0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      36481000 | PA      | $26488275.63   | 0.02%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      12500000 | PA      | $15937684.01   | 0.01%             | 2032-04-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |      21100000 | PA      | $24529742.88   | 0.02%             | 2029-09-13      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1167200000 | PA      | $7979958.97    | 0.01%             | 2028-07-25      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      13328000 | PA      | $14066129.82   | 0.01%             | 2028-09-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      19638000 | PA      | $19344707.75   | 0.02%             | 2030-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      13000000 | PA      | $15730995.70   | 0.01%             | 2032-03-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       1696000 | PA      | $1649298.03    | 0.00%             | 2036-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122AZ1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       1906000 | PA      | $1864944.08    | 0.00%             | 2035-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |       8000000 | PA      | $9106611.88    | 0.01%             | 2030-01-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAT4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      34555000 | PA      | $23608346.47   | 0.02%             | 2031-12-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       2500000 | PA      | $2742588.33    | 0.00%             | 2028-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       2926000 | PA      | $3125585.62    | 0.00%             | 2030-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       1455000 | PA      | $1546945.00    | 0.00%             | 2029-04-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: AX3085377<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       1000000 | PA      | $1094255.20    | 0.00%             | 2028-02-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      27982000 | PA      | $19951056.39   | 0.02%             | 2029-12-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |       8000000 | PA      | $9135295.66    | 0.01%             | 2032-09-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                                         | ACCIONA FILIALES               | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |       3200000 | PA      | $3113576.38    | 0.00%             | 2032-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |       1400000 | PA      | $1730378.52    | 0.00%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      10800000 | PA      | $12771417.91   | 0.01%             | 2029-09-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAY6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1183000 | PA      | $721143.45     | 0.00%             | 2047-11-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |      10800000 | PA      | $5798658.25    | 0.00%             | 2051-02-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      23405000 | PA      | $17355793.89   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3538697.61    | 0.00%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: AO2641378<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       3200000 | PA      | $3817421.28    | 0.00%             | 2029-07-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       7500000 | PA      | $8925943.01    | 0.01%             | 2031-01-17      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |        390000 | PA      | $224224.70     | 0.00%             | 2030-05-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| National Gas Transmission PLC                                                    | NATL GAS TRANSM                | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |       3375000 | PA      | $3286951.14    | 0.00%             | 2033-01-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |       6900000 | PA      | $7223908.67    | 0.01%             | 2029-05-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C76<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       5200000 | PA      | $6081723.61    | 0.00%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     324874000 | PA      | $373803672.57  | 0.30%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       9400000 | PA      | $12103302.38   | 0.01%             | 2029-03-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      78900000 | PA      | $52197827.61   | 0.04%             | 2029-05-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     584200000 | PA      | $3859805.07    | 0.00%             | 2031-06-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      14212000 | PA      | $16410450.27   | 0.01%             | 2034-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       2100000 | PA      | $2347537.55    | 0.00%             | 2026-06-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27539933.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3565873.78    | 0.00%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| BAT Netherlands Finance BV                                                       | BAT NETHERLANDS                | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |       8923000 | PA      | $10231449.71   | 0.01%             | 2028-04-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     244979000 | PA      | $63794265.97   | 0.05%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $3633502.92    | 0.00%             | 2032-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |       6545000 | PA      | $4128674.18    | 0.00%             | 2028-05-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBJ1<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1535000 | PA      | $982232.54     | 0.00%             | 2046-11-19      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10060532.24  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: AT0872560<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       7200000 | PA      | $7983184.51    | 0.01%             | 2027-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2495768.69    | 0.00%             | 2034-07-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                          | SCHLUMBERGER FIN               | CUSIP: ZR5005791<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |       6913000 | PA      | $7426144.37    | 0.01%             | 2027-10-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12600000000 | PA      | $67077859.84   | 0.05%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       7700000 | PA      | $8560108.93    | 0.01%             | 2173-06-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                 | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       1251000 | PA      | $1721299.88    | 0.00%             | 2030-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AQ1<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |       3100000 | PA      | $3353827.47    | 0.00%             | 2027-11-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $2870171.93    | 0.00%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3028939.69    | 0.00%             | 2031-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670CW6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     500000000 | PA      | $3255763.74    | 0.00%             | 2031-04-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| HOWOGE Wohnungsbaugesellschaft mbH                                               | HOWOGE WOHNUNGS                | CUSIP: N/A<br>LEI: 894500BIY1Z9MG9QB745       | Long             | DBT              | CORP              | DE        |       2900000 | PA      | $3018135.88    | 0.00%             | 2028-11-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Groupe des Assurances du Credit Mutuel SADIR                                     | GACM                           | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |       2300000 | PA      | $2651611.47    | 0.00%             | 2029-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      10000000 | PA      | $11856014.70   | 0.01%             | 2029-07-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     194052000 | PA      | $109211244.67  | 0.09%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Finance Luxembourg Sarl                                                | WHIRLPOOL FIN                  | CUSIP: N/A<br>LEI: 549300W5K7SGG3H6B058       | Long             | DBT              | CORP              | LU        |       1725000 | PA      | $1840884.46    | 0.00%             | 2027-11-09      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $271076.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      20795000 | PA      | $16200075.80   | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     113002000 | PA      | $126764940.52  | 0.10%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAL9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       1590000 | PA      | $1789251.24    | 0.00%             | 2026-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3790261.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     800000000 | PA      | $24452816.05   | 0.02%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $4881279.08    | 0.00%             | 2039-06-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |       8400000 | PA      | $8750582.61    | 0.01%             | 2030-02-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       7000000 | PA      | $8110550.35    | 0.01%             | 2031-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       4300000 | PA      | $4896634.99    | 0.00%             | 2032-06-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2649200000 | PA      | $18432843.81   | 0.01%             | 2026-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| de Volksbank NV                                                                  | VOLKSBANK NV                   | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |       6700000 | PA      | $7559587.00    | 0.01%             | 2027-05-04      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |       3901000 | PA      | $3956796.12    | 0.00%             | 2033-10-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAM1<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       1139000 | PA      | $838226.92     | 0.00%             | 2030-02-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4656730.21    | 0.00%             | 2032-01-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       6739000 | PA      | $5678605.02    | 0.00%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: N/A<br>LEI: FRDRIPF3EKNDJ2CQJL29       | Long             | DBT              | CORP              | US        |       4000000 | PA      | $3706276.33    | 0.00%             | 2033-09-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5858563.61    | 0.00%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10593000 | PA      | $11398724.37   | 0.01%             | 2030-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       8000000 | PA      | $9415951.67    | 0.01%             | 2034-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                    | ASSA ABLOY AB                  | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | DBT              | CORP              | SE        |       5385000 | PA      | $6363531.62    | 0.01%             | 2030-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12850000000 | PA      | $68876539.24   | 0.05%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                                                  | INMOBILIARIA COL               | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2170341.97    | 0.00%             | 2028-10-14      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     171798000 | PA      | $193924220.99  | 0.15%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      22307000 | PA      | $26284525.59   | 0.02%             | 2030-06-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1112095.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       1510000 | PA      | $839912.13     | 0.00%             | 2027-09-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: ZP3535447<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       7369000 | PA      | $7509425.46    | 0.01%             | 2030-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11241271.10   | 0.01%             | 2035-09-03      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBC1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      13500000 | PA      | $15117276.54   | 0.01%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       4981000 | PA      | $6173897.98    | 0.00%             | 2027-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       2136000 | PA      | $2927400.60    | 0.00%             | 2033-11-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       4500000 | PA      | $4791402.00    | 0.00%             | 2034-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |       2439000 | PA      | $2245088.88    | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DH2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2415000 | PA      | $1649577.09    | 0.00%             | 2044-03-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2873612.35    | 0.00%             | 2032-06-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Euroclear Holding NV                                                             | EUROCLEAR                      | CUSIP: N/A<br>LEI: 549300IQZVZ949N37S44       | Long             | DBT              | CORP              | BE        |       2000000 | PA      | $2141744.75    | 0.00%             | 2030-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAJ0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       2577000 | PA      | $1709957.08    | 0.00%             | 2047-01-21      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SACA                                                              | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2116959.34    | 0.00%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       5000000 | PA      | $5391551.65    | 0.00%             | 2029-08-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27427976.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1692476.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3280061.04    | 0.00%             | 2031-09-23      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      10000000 | PA      | $6106946.25    | 0.00%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      18735000 | PA      | $20696734.34   | 0.02%             | 2028-12-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       6502000 | PA      | $6967946.87    | 0.01%             | 2028-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |       7100000 | PA      | $8141066.94    | 0.01%             | 2052-07-05      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       4600000 | PA      | $5458443.21    | 0.00%             | 2033-08-17      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4625550000 | PA      | $34153041.85   | 0.03%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      23000000 | PA      | $27062280.95   | 0.02%             | 2028-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $9644303.17    | 0.01%             | 2032-11-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                        | NESTE                          | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | DBT              | CORP              | FI        |       7000000 | PA      | $8132266.53    | 0.01%             | 2033-03-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      14094000 | PA      | $15007226.71   | 0.01%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOBILIEN                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       2300000 | PA      | $2077894.31    | 0.00%             | 2033-03-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| P3 Group Sarl                                                                    | P3 GROUP SARL                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |       5600000 | PA      | $5924191.73    | 0.00%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |      12815000 | PA      | $12149846.84   | 0.01%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $562590.56     | 0.00%             | 2027-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAJ7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       9486000 | PA      | $6868942.93    | 0.01%             | 2026-06-18      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |       1000000 | PA      | $1048547.86    | 0.00%             | 2027-11-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                                            | BAYER CAP CORPNV               | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |      10100000 | PA      | $10905576.40   | 0.01%             | 2029-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                     | COFINIMMO                      | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |       1800000 | PA      | $1734704.78    | 0.00%             | 2030-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      63369000 | PA      | $35366148.80   | 0.03%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 01306ZDF5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       4554000 | PA      | $3366251.33    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1804100000 | PA      | $13909671.57   | 0.01%             | 2034-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $13739462.86   | 0.01%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      15405000 | PA      | $17222808.81   | 0.01%             | 2034-10-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234LJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      27610000 | PA      | $22720802.94   | 0.02%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       7802000 | PA      | $11114160.89   | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      55000000 | PA      | $42864176.94   | 0.03%             | 2027-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Jigsaw Funding PLC                                                               | JIGSAW FUNDING                 | CUSIP: N/A<br>LEI: 213800JR9H24DDKNFB02       | Long             | DBT              | CORP              | GB        |       1087000 | PA      | $955642.89     | 0.00%             | 2052-05-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     427692000 | PA      | $490601260.56  | 0.39%             | 2027-09-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     700000000 | PA      | $4261691.85    | 0.00%             | 2036-10-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ELM BV for Julius Baer Group Ltd                                                 | ELM BV FOR JULIU               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6953038.14    | 0.01%             | 2029-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     292600000 | PA      | $2143975.65    | 0.00%             | 2028-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      67285000 | PA      | $48607160.35   | 0.04%             | 2027-06-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| National Grid Electricity Distribution South Wales PLC                           | NATIONAL GRID ED               | CUSIP: EI1916143<br>LEI: 549300RHOCSNK1FZ4116 | Long             | DBT              | CORP              | GB        |       1100000 | PA      | $1410877.58    | 0.00%             | 2040-03-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZEX7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      22964000 | PA      | $16653948.88   | 0.01%             | 2026-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                       | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |       8500000 | PA      | $8684951.50    | 0.01%             | 2030-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Finance 16 Ltd                                                      | CKH FIN 16                     | CUSIP: N/A<br>LEI: 254900EAR706W4E5ZN70       | Long             | DBT              | CORP              | KY        |        100000 | PA      | $110691.58     | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9103698.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13800000000 | PA      | $87753454.89   | 0.07%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAL4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |        200000 | PA      | $141096.95     | 0.00%             | 2043-11-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       1787000 | PA      | $1300685.54    | 0.00%             | 2059-09-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       2439000 | PA      | $2845368.48    | 0.00%             | 2027-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                | INTERCONTINENTAL               | CUSIP: QZ2559230<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2571965.31    | 0.00%             | 2026-08-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RAYTHEON TECH                  | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       7184000 | PA      | $7772563.26    | 0.01%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     760000000 | PA      | $5563838.91    | 0.00%             | 2028-06-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10310290.02   | 0.01%             | 2030-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      10434000 | PA      | $14702729.62   | 0.01%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1207724.87    | 0.00%             | 2054-01-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                    | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  109705000000 | PA      | $23462874.31   | 0.02%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS                        | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |        300000 | PA      | $336955.41     | 0.00%             | 2026-05-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BN3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       1254000 | PA      | $1039515.99    | 0.00%             | 2042-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |      86500000 | PA      | $599433.38     | 0.00%             | 2026-09-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       3500000 | PA      | $4080237.88    | 0.00%             | 2028-05-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MAS2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       1165000 | PA      | $765855.33     | 0.00%             | 2043-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       4700000 | PA      | $3689353.06    | 0.00%             | 2030-07-27      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: EG9398371<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      98664000 | PA      | $125511440.00  | 0.10%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       4600000 | PA      | $4373055.54    | 0.00%             | 2031-07-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    8050000000 | PA      | $8664741.18    | 0.01%             | 2029-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Statkraft AS                                                                     | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |       1323000 | PA      | $1414317.58    | 0.00%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     900000000 | PA      | $6249379.56    | 0.00%             | 2029-01-26      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |       2731000 | PA      | $3020264.57    | 0.00%             | 2027-02-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: N/A<br>LEI: 549300TJ3QFYVCTSCJ29       | Long             | DBT              | NUSS              | JP        |       9370000 | PA      | $10665997.10   | 0.01%             | 2030-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      50000000 | PA      | $66828443.38   | 0.05%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                                           | DSM BV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |      10700000 | PA      | $11859325.76   | 0.01%             | 2026-09-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2398585.30    | 0.00%             | 2029-01-11      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      82236000 | PA      | $77417158.53   | 0.06%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       1200000 | PA      | $1470673.76    | 0.00%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 18 Ltd                                               | CK HUTCHISON E F               | CUSIP: N/A<br>LEI: 2549003J58N9TB141B68       | Long             | DBT              | CORP              | KY        |        200000 | PA      | $214105.57     | 0.00%             | 2030-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368D3U6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3707645.80    | 0.00%             | 2027-06-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3471313.17    | 0.00%             | 2035-02-12      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       8000000 | PA      | $10395633.01   | 0.01%             | 2028-04-06      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADH5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      10200000 | PA      | $11854158.71   | 0.01%             | 2029-05-08      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      14200000 | PA      | $8336549.29    | 0.01%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     267700000 | PA      | $306845358.05  | 0.24%             | 2026-10-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $11241407.61   | 0.01%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1100873.20    | 0.00%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $12584593.11   | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      30000000 | PA      | $23541545.06   | 0.02%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       6784000 | PA      | $7172372.20    | 0.01%             | 2028-02-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     143670089 | PA      | $157279090.97  | 0.12%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $4881025.77    | 0.00%             | 2031-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |       6272000 | PA      | $6687513.63    | 0.01%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      98697000 | PA      | $115508928.70  | 0.09%             | 2037-10-30      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $2995942.13    | 0.00%             | 2031-01-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148QJ5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       7346000 | PA      | $6013808.81    | 0.00%             | 2029-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      10000000 | PA      | $11185738.77   | 0.01%             | 2032-06-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Regie Autonome des Transports Parisiens EPIC                                     | R.A.T.P.                       | CUSIP: N/A<br>LEI: 969500K59E47ULNCAQ69       | Long             | DBT              | NUSS              | FR        |       5400000 | PA      | $5644956.92    | 0.00%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       3459000 | PA      | $3978836.10    | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $8079532.34    | 0.01%             | 2030-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       1605000 | PA      | $1125079.97    | 0.00%             | 2029-08-21      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      28300000 | PA      | $29652667.99   | 0.02%             | 2028-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       1803000 | PA      | $1918170.48    | 0.00%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Wendel SE                                                                        | WENDEL SE                      | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3179672.49    | 0.00%             | 2031-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3314999.51    | 0.00%             | 2031-04-18      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       3635000 | PA      | $2591520.78    | 0.00%             | 2039-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27874133.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2643669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teollisuuden Voima Oyj                                                           | TEOLLISUUDEN VOI               | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $6053903.29    | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $683058.26     | 0.00%             | 2034-11-24      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      12500000 | PA      | $14206045.97   | 0.01%             | 2031-08-28      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2680148.55    | 0.00%             | 2029-11-29      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAX8<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2524047.37    | 0.00%             | 2027-11-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       1103000 | PA      | $702131.94     | 0.00%             | 2028-02-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      12500000 | PA      | $10783395.87   | 0.01%             | 2037-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2437950000 | PA      | $18010342.84   | 0.01%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       2100000 | PA      | $2093558.90    | 0.00%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      64875000 | PA      | $32016557.47   | 0.03%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5938750000 | PA      | $44125116.02   | 0.03%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      18700000 | PA      | $16684826.08   | 0.01%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: BH6823505<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3298462.16    | 0.00%             | 2029-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: AS3449350<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      22500000 | PA      | $24517533.98   | 0.02%             | 2028-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |       4800000 | PA      | $4942597.24    | 0.00%             | 2032-04-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                     | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |       3100000 | PA      | $3185914.27    | 0.00%             | 2032-05-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       1265000 | PA      | $642010.20     | 0.00%             | 2036-06-30      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AK2<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       1100000 | PA      | $855047.33     | 0.00%             | 2053-05-26      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      48030000 | PA      | $24751751.08   | 0.02%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Capital Holdings PLC                                                     | OMNICOM CAPITAL                | CUSIP: 68217QAA6<br>LEI: 984500F16BDDD57A5502 | Long             | DBT              | CORP              | GB        |       2271000 | PA      | $2368171.75    | 0.00%             | 2033-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    4300000000 | PA      | $28582435.03   | 0.02%             | 2030-09-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1318982.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3144190.35    | 0.00%             | 2028-07-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5014499.35    | 0.00%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5235599.49    | 0.00%             | 2032-07-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       1100000 | PA      | $1228789.48    | 0.00%             | 2026-05-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      75000000 | PA      | $13722471.02   | 0.01%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      21969000 | PA      | $13931840.53   | 0.01%             | 2028-08-14      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       7516000 | PA      | $5989456.64    | 0.00%             | 2040-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     115000000 | PA      | $127376795.71  | 0.10%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      18463400 | PA      | $11530931.76   | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |        506000 | PA      | $544752.64     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      12000000 | PA      | $13878481.15   | 0.01%             | 2032-04-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     100000000 | PA      | $14309910.46   | 0.01%             | 2030-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HCN Canadian Holdings-1 LP                                                       | HCN CANADA HLDGS               | CUSIP: 40416RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        883000 | PA      | $635234.59     | 0.00%             | 2027-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |        200000 | PA      | $223635.73     | 0.00%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |      21700000 | PA      | $22352564.21   | 0.02%             | 2030-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       4260000 | PA      | $5182206.37    | 0.00%             | 2033-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DW4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      23104000 | PA      | $16755243.36   | 0.01%             | 2027-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       1900000 | PA      | $2071050.78    | 0.00%             | 2030-04-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAS9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       2305000 | PA      | $1389605.85    | 0.00%             | 2047-11-29      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     152407414 | PA      | $150023568.94  | 0.12%             | 2031-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BX8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       5780000 | PA      | $4194548.85    | 0.00%             | 2052-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      11000000 | PA      | $10908943.63   | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       8037000 | PA      | $8522379.88    | 0.01%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       6000000 | PA      | $6426206.91    | 0.01%             | 2054-02-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   91066510000 | PA      | $70168619.82   | 0.06%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       5331000 | PA      | $5262922.22    | 0.00%             | 2031-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $171128.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: AS3002050<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       8000000 | PA      | $7478753.73    | 0.01%             | 2038-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                          | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |       9000000 | PA      | $5274435.85    | 0.00%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      10080000 | PA      | $12217508.37   | 0.01%             | 2027-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                        | THALES SA                      | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6031663.17    | 0.00%             | 2031-10-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       5400000 | PA      | $5739570.36    | 0.00%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |       6900000 | PA      | $6563452.55    | 0.01%             | 2032-12-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       7500000 | PA      | $6779413.61    | 0.01%             | 2042-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-16124521.20  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       2141000 | PA      | $2327582.01    | 0.00%             | 2027-06-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      85775000 | PA      | $119367655.35  | 0.09%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                            | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |       6863000 | PA      | $7042515.17    | 0.01%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAL5<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       2129000 | PA      | $1471772.63    | 0.00%             | 2031-04-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R71<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      34500000 | PA      | $25970476.86   | 0.02%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2699331.56    | 0.00%             | 2028-09-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       1687000 | PA      | $1939069.76    | 0.00%             | 2031-12-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     450000000 | PA      | $2984610.68    | 0.00%             | 2031-03-28      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      53900000 | PA      | $58254075.67   | 0.05%             | 2028-08-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Leasys SpA                                                                       | LEASYS SPA                     | CUSIP: N/A<br>LEI: 5493009CCXH3RNCA7U43       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $10439581.57   | 0.01%             | 2028-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |      27607000 | PA      | $32097138.69   | 0.03%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AP2<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       6990000 | PA      | $5045447.00    | 0.00%             | 2031-10-04      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                                          | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10148377.36   | 0.01%             | 2046-06-08      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |        637000 | PA      | $410769.44     | 0.00%             | 2026-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |       4500000 | PA      | $5357097.20    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7122218.03    | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      23238421 | PA      | $24579041.93   | 0.02%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $849964.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       2522000 | PA      | $2824701.49    | 0.00%             | 2026-05-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     250000000 | PA      | $1653756.82    | 0.00%             | 2032-07-23      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS NV                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |       4913000 | PA      | $5328362.78    | 0.00%             | 2030-03-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1333000 | PA      | $821015.83     | 0.00%             | 2047-11-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |        990000 | PA      | $627864.28     | 0.00%             | 2026-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dream Summit Industrial LP                                                       | DREAM SUMMIT IND               | CUSIP: 26154EAC2<br>LEI: 254900OHFBH4WQN78Q64 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $710021.47     | 0.00%             | 2027-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFM0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       2300000 | PA      | $1565011.86    | 0.00%             | 2031-05-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CRH Funding BV                                                                   | CRH FUNDING                    | CUSIP: N/A<br>LEI: 549300XYDB6706OPOS81       | Long             | DBT              | CORP              | NL        |       5603000 | PA      | $5916026.48    | 0.00%             | 2030-05-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBT9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       2272000 | PA      | $1393918.64    | 0.00%             | 2051-04-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                | HANNOVER RUECKV                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |       6100000 | PA      | $7758100.64    | 0.01%             | 2043-08-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FC8<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       2341000 | PA      | $1323292.27    | 0.00%             | 2048-07-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6579099.59    | 0.01%             | 2174-02-09      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      12931000 | PA      | $13366868.94   | 0.01%             | 2038-09-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      59534000 | PA      | $66251645.23   | 0.05%             | 2028-04-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     160000000 | PA      | $23390465.39   | 0.02%             | 2030-03-16      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Canton of Vaud                                                                   | CANTON OF WAADT                | CUSIP: N/A<br>LEI: 506700E81244S7B58Q98       | Long             | DBT              | NUSS              | CH        |       4365000 | PA      | $5944849.17    | 0.00%             | 2033-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                           | CAN TIRE CORP                  | CUSIP: 13668ZAL2<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |        425000 | PA      | $340865.17     | 0.00%             | 2034-02-24      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     120000000 | PA      | $149706059.52  | 0.12%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: N/A<br>LEI: 1FOLRR5RWTWWI397R131       | Long             | DBT              | NUSS              | SE        |      11000000 | PA      | $7138990.54    | 0.01%             | 2028-05-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       8000000 | PA      | $9108548.60    | 0.01%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chancellor Masters & Scholars of The University of Cambridge/The                 | UNI OF CAMBRIDGE               | CUSIP: N/A<br>LEI: 549300BHKNQHVK7MQW57       | Long             | DBT              | CORP              | GB        |       1452000 | PA      | $961106.59     | 0.00%             | 2078-06-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1084943.71    | 0.00%             | 2035-02-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9201517.57    | 0.01%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: BK1434475<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       6242000 | PA      | $6226095.34    | 0.00%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1223850000 | PA      | $9309662.95    | 0.01%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-916046.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2536563.18    | 0.00%             | 2031-12-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      24750000 | PA      | $20260547.84   | 0.02%             | 2029-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |       9275000 | PA      | $10393115.11   | 0.01%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     850000000 | PA      | $91118408.26   | 0.07%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      55498000 | PA      | $60574759.06   | 0.05%             | 2028-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       4913000 | PA      | $5682778.42    | 0.00%             | 2027-03-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                       | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |       1100000 | PA      | $1214041.59    | 0.00%             | 2029-02-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |     300000000 | PA      | $29653970.31   | 0.02%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $5922616.67    | 0.00%             | 2026-11-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10471741.61   | 0.01%             | 2028-12-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       2818000 | PA      | $3232800.95    | 0.00%             | 2028-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2635056.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NewRiver REIT PLC                                                                | NEWRIVER REIT PL               | CUSIP: N/A<br>LEI: 2138004GX1VAUMH66L31       | Long             | DBT              | CORP              | GB        |        913000 | PA      | $1154060.98    | 0.00%             | 2028-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       1500000 | PA      | $1344622.81    | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: AX6137829<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       1004000 | PA      | $1105305.24    | 0.00%             | 2027-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     660050000 | PA      | $4632407.06    | 0.00%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13000000000 | PA      | $91516390.40   | 0.07%             | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       2800000 | PA      | $3482304.93    | 0.00%             | 2028-11-09      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2743681.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       2830000 | PA      | $2084357.61    | 0.00%             | 2030-12-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    1500000000 | PA      | $9842698.28    | 0.01%             | 2033-06-20      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      63606276 | PA      | $52894414.46   | 0.04%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       4420000 | PA      | $2812049.53    | 0.00%             | 2026-09-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   40000000000 | PA      | $28215189.59   | 0.02%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                    | NN BANK NV                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $9479925.78    | 0.01%             | 2028-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      90000000 | PA      | $104539197.19  | 0.08%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      44834000 | PA      | $50409851.91   | 0.04%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      12083000 | PA      | $12469773.34   | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3714641.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      30500000 | PA      | $24466723.25   | 0.02%             | 2048-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5799011.36    | 0.00%             | 2036-02-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                     | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       8324000 | PA      | $10881995.16   | 0.01%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: N/A<br>LEI: D01LMJZU09ULLNCY6Z23       | Long             | DBT              | CORP              | US        |       1590000 | PA      | $1636827.89    | 0.00%             | 2032-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Northern Gas Networks Finance PLC                                                | NORTHERN GAS                   | CUSIP: EF1611344<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |       1465000 | PA      | $1800402.56    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7168605.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |        977000 | PA      | $936562.03     | 0.00%             | 2034-04-11      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |      22800000 | PA      | $22991222.36   | 0.02%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      39490000 | PA      | $39510869.47   | 0.03%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBU0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       3625000 | PA      | $2402879.61    | 0.00%             | 2033-09-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      43580000 | PA      | $31650596.17   | 0.02%             | 2028-12-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Covestro AG                                                                      | COVESTRO AG                    | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2100310.74    | 0.00%             | 2030-06-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162ZAB8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       1123000 | PA      | $923061.28     | 0.00%             | 2035-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      39200000 | PA      | $30943499.81   | 0.02%             | 2037-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5085522.85    | 0.00%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $2980521.40    | 0.00%             | 2028-07-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      11573000 | PA      | $8779354.90    | 0.01%             | 2041-06-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |       5000000 | PA      | $2129899.76    | 0.00%             | 2037-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCM0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       3200000 | PA      | $2257008.56    | 0.00%             | 2053-01-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       6591000 | PA      | $7745685.55    | 0.01%             | 2048-01-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       7187000 | PA      | $6675239.23    | 0.01%             | 2036-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     130000000 | PA      | $18779950.57   | 0.01%             | 2029-03-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      22200000 | PA      | $13125920.48   | 0.01%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |        831000 | PA      | $888353.31     | 0.00%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $1256691.38    | 0.00%             | 2029-03-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Finning International Inc                                                        | FINNING INTL INC               | CUSIP: 31807ZAL6<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $414637.95     | 0.00%             | 2042-06-13      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |       7369000 | PA      | $8052569.79    | 0.01%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAB0<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |        507000 | PA      | $370202.71     | 0.00%             | 2028-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                          | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |       9280000 | PA      | $4002220.29    | 0.00%             | 2035-09-10      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBG7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $973371.99     | 0.00%             | 2045-07-27      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   55000000000 | PA      | $38485978.19   | 0.03%             | 2026-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       8300000 | PA      | $8850442.02    | 0.01%             | 2028-02-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 1025898000000 | PA      | $60852147.22   | 0.05%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     151540000 | PA      | $176954845.41  | 0.14%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       2100000 | PA      | $2330372.92    | 0.00%             | 2081-05-11      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      25100000 | PA      | $26103918.68   | 0.02%             | 2029-02-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EH1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1050000 | PA      | $754701.18     | 0.00%             | 2054-10-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                     | JPN HOUSING FIN                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6933948.80    | 0.01%             | 2026-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      13800000 | PA      | $16158614.07   | 0.01%             | 2035-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Toronto                                                            | UNIV OF TORONTO                | CUSIP: 383660AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1225000 | PA      | $841672.12     | 0.00%             | 2051-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       1464000 | PA      | $1665985.72    | 0.00%             | 2028-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      68979000 | PA      | $36809362.94   | 0.03%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $22956495.14   | 0.02%             | 2033-02-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: N/A<br>LEI: 549300CRGMZK3K53BF92       | Long             | DBT              | CORP              | US        |       1210000 | PA      | $774978.03     | 0.00%             | 2027-09-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBL6<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       2550000 | PA      | $1839831.66    | 0.00%             | 2026-07-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     900000000 | PA      | $6275189.26    | 0.00%             | 2030-01-25      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1419281.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |       7500000 | PA      | $5792689.69    | 0.00%             | 2029-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |       5450000 | PA      | $6191402.24    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $7143228.44    | 0.01%             | 2029-11-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                                               | CONTACT ENERGY                 | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | DBT              | CORP              | NZ        |       7900000 | PA      | $5392460.30    | 0.00%             | 2030-11-21      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                            | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |      28454000 | PA      | $30337246.72   | 0.02%             | 2028-04-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                     | JPN HOUSING FIN                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3000000000 | PA      | $20806787.66   | 0.02%             | 2026-06-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     395050000 | PA      | $3068050.09    | 0.00%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      34011000 | PA      | $37539990.56   | 0.03%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      25000000 | PA      | $28631114.42   | 0.02%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      48330000 | PA      | $35909582.64   | 0.03%             | 2032-09-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    1000000000 | PA      | $6878527.77    | 0.01%             | 2027-08-18      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |       5048000 | PA      | $5599297.60    | 0.00%             | 2030-11-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA PWR                | CUSIP: 66988ZAZ2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1212000 | PA      | $926387.18     | 0.00%             | 2040-06-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2462150000 | PA      | $18798129.52   | 0.01%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      11013000 | PA      | $16378437.26   | 0.01%             | 2036-03-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117GRJ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      27500000 | PA      | $20824252.32   | 0.02%             | 2029-01-08      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     225000000 | PA      | $248731940.95  | 0.20%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FP6<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |        491000 | PA      | $407494.92     | 0.00%             | 2035-10-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZAR5<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |        300000 | PA      | $222065.31     | 0.00%             | 2043-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      85006000 | PA      | $101049572.95  | 0.08%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     112704000 | PA      | $27662380.34   | 0.02%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: AO0406964<br>LEI: N/A                  | Long             | DBT              | NUSS              | HK        |       3000000 | PA      | $376066.38     | 0.00%             | 2027-06-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7860900000 | PA      | $53095926.20   | 0.04%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      39778000 | PA      | $28196257.03   | 0.02%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |       7660000 | PA      | $8910523.56    | 0.01%             | 2027-03-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                                | TAG IMMO AG                    | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |       2400000 | PA      | $2761968.31    | 0.00%             | 2030-03-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                  | WPC EUROBOND                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |       4461000 | PA      | $4827476.27    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: AN6306376<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       3300000 | PA      | $3558294.74    | 0.00%             | 2029-05-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                      | INFORMA PLC                    | CUSIP: AT2167274<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |        919000 | PA      | $1200742.07    | 0.00%             | 2026-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      22000000 | PA      | $24897482.01   | 0.02%             | 2034-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      13700000 | PA      | $12599691.94   | 0.01%             | 2038-04-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $10446937.85   | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3115886.53    | 0.00%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  475210000000 | PA      | $28801404.58   | 0.02%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      20000000 | PA      | $15775541.85   | 0.01%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    7280000000 | PA      | $7349906.88    | 0.01%             | 2037-11-01      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      10000000 | PA      | $5613923.77    | 0.00%             | 2032-07-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Japan Highway Public Corp                                                        | JAPAN HIGHWAY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $774308.64     | 0.00%             | 2034-12-20      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Experian Europe DAC                                                              | EXPERIAN EUROPE                | CUSIP: N/A<br>LEI: 635400QBLELMETXQLA08       | Long             | DBT              | CORP              | IE        |       1800000 | PA      | $1892034.14    | 0.00%             | 2031-05-16      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      11600000 | PA      | $10774959.20   | 0.01%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      22000000 | PA      | $23036914.39   | 0.02%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     292500000 | PA      | $2010969.41    | 0.00%             | 2027-11-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      24240000 | PA      | $28726309.46   | 0.02%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      10800000 | PA      | $11775105.07   | 0.01%             | 2044-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                                              | ASTELLAS PHARMA                | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1373787.94    | 0.00%             | 2028-08-31      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |       2498000 | PA      | $2996703.47    | 0.00%             | 2028-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                  | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |      15000000 | PA      | $15914144.09   | 0.01%             | 2029-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      17599000 | PA      | $20379193.77   | 0.02%             | 2026-09-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |       8100000 | PA      | $7975683.26    | 0.01%             | 2032-12-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      27451604 | PA      | $27300632.91   | 0.02%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $13826284.80   | 0.01%             | 2028-07-28      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     130000000 | PA      | $18716380.73   | 0.01%             | 2028-05-13      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3245561.66    | 0.00%             | 2028-03-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LiveWest Treasury PLC                                                            | LIVEWEST TREA                  | CUSIP: N/A<br>LEI: 2138003KE7A61PG6CK49       | Long             | DBT              | CORP              | GB        |       1100000 | PA      | $616924.50     | 0.00%             | 2056-02-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     327778000 | PA      | $91870844.19   | 0.07%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       7241000 | PA      | $7404522.11    | 0.01%             | 2029-09-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      10280000 | PA      | $6745197.49    | 0.01%             | 2032-08-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      50000000 | PA      | $368973.81     | 0.00%             | 2046-12-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZAX1<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |        218000 | PA      | $155100.73     | 0.00%             | 2061-10-24      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Southern Electric Power Distribution PLC                                         | SOUTHERN ELECTR                | CUSIP: N/A<br>LEI: 549300SR1GYYNBZQGX56       | Long             | DBT              | CORP              | GB        |       9736000 | PA      | $11717928.05   | 0.01%             | 2037-02-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27600646.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      71283000 | PA      | $87543884.33   | 0.07%             | 2026-05-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |       5700000 | PA      | $6354278.71    | 0.01%             | 2026-06-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      58472000 | PA      | $64197172.61   | 0.05%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAA2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       8650000 | PA      | $11498963.40   | 0.01%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     373000000 | PA      | $2480149.47    | 0.00%             | 2030-12-20      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |        382000 | PA      | $423479.54     | 0.00%             | 2027-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      14800000 | PA      | $15750367.87   | 0.01%             | 2174-04-28      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | PHOENIX GRP                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |       5981000 | PA      | $8013362.38    | 0.01%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Guinness Partnership Ltd/The                                                     | GUINNESS PARTNER               | CUSIP: N/A<br>LEI: 213800OE2SS4VDHBR129       | Long             | DBT              | CORP              | GB        |       2242000 | PA      | $2322096.14    | 0.00%             | 2044-10-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8065153.74    | 0.01%             | 2036-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2938656.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |       7000000 | PA      | $5349706.59    | 0.00%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: EC7912669<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |       1266000 | PA      | $1664238.06    | 0.00%             | 2033-04-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      12317000 | PA      | $12402260.37   | 0.01%             | 2030-03-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $95555507.76   | 0.08%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      22500000 | PA      | $24361683.20   | 0.02%             | 2027-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      31318000 | PA      | $6913432.86    | 0.01%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       3500000 | PA      | $3772572.73    | 0.00%             | 2027-10-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3473213.04    | 0.00%             | 2029-03-07      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $4079876.27    | 0.00%             | 2030-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       7630000 | PA      | $9388284.25    | 0.01%             | 2043-07-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13000000000 | PA      | $80760113.30   | 0.06%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6870800000 | PA      | $30086314.40   | 0.02%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                        | ALSTOM S                       | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4298430.44    | 0.00%             | 2027-07-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| University of Leeds                                                              | UNIV OF LEEDS                  | CUSIP: N/A<br>LEI: 213800S82DDTUZA6T344       | Long             | DBT              | CORP              | GB        |       2100000 | PA      | $1784534.58    | 0.00%             | 2050-12-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $469898.97     | 0.00%             | 2032-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust                                    | DREAM IND REIT                 | CUSIP: 26153WAF6<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              | CORP              | CA        |       2305000 | PA      | $1619544.06    | 0.00%             | 2027-06-17      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      42130000 | PA      | $31308515.44   | 0.02%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |       1360000 | PA      | $1771675.70    | 0.00%             | 2027-10-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       7000000 | PA      | $7516485.01    | 0.01%             | 2028-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |       6700000 | PA      | $7156495.84    | 0.01%             | 2045-02-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Dali Capital PLC                                                                 | DALI CAPITAL 29                | CUSIP: EG0502237<br>LEI: 549300CUYQI7648PE528 | Long             | DBT              | CORP              | IE        |        200000 | PA      | $237598.34     | 0.00%             | 2037-12-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LEY8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      17686000 | PA      | $13273319.91   | 0.01%             | 2027-12-07      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5600000 | PA      | $5376861.89    | 0.00%             | 2032-01-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                                                        | IMERYS SA                      | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6109472.44    | 0.00%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |        200000 | PA      | $219399.82     | 0.00%             | 2081-03-11      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |       2806000 | PA      | $3141486.06    | 0.00%             | 2028-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       4913000 | PA      | $4985524.90    | 0.00%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      37454000 | PA      | $37077652.07   | 0.03%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086WK6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       4900000 | PA      | $3675969.98    | 0.00%             | 2033-02-01      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AQ8<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       1425000 | PA      | $1055115.03    | 0.00%             | 2034-10-30      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: AQ9457575<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      65270000 | PA      | $6592639.38    | 0.01%             | 2028-02-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2910062.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp                | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $13845992.45   | 0.01%             | 2028-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      10700000 | PA      | $12176329.67   | 0.01%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       1146000 | PA      | $1549237.88    | 0.00%             | 2027-01-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |       6470000 | PA      | $4145803.40    | 0.00%             | 2030-09-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                       | FIRST CAP REALTY               | CUSIP: 31943BBX7<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |       1700000 | PA      | $1235695.92    | 0.00%             | 2026-05-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: BH6826250<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2821899.76    | 0.00%             | 2027-04-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1488669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      14000000 | PA      | $13496211.63   | 0.01%             | 2035-03-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     829000000 | PA      | $5739722.22    | 0.00%             | 2027-02-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| EMH Treasury PLC                                                                 | EMH TREASURY PLC               | CUSIP: EK0435702<br>LEI: 213800WLIFOOG58XDG67 | Long             | DBT              | CORP              | GB        |        449000 | PA      | $499935.28     | 0.00%             | 2044-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     156968000 | PA      | $179583008.00  | 0.14%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   40000000000 | PA      | $25182308.83   | 0.02%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3260200000 | PA      | $23977840.69   | 0.02%             | 2028-06-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |       6000000 | PA      | $7083938.11    | 0.01%             | 2032-06-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: N/A<br>LEI: 51M0QTTNCGUN7KFCFZ59       | Long             | DBT              | CORP              | US        |       6118000 | PA      | $6213326.64    | 0.00%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   26160090000 | PA      | $19413434.99   | 0.02%             | 2054-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      12000000 | PA      | $7837894.95    | 0.01%             | 2028-02-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      10364000 | PA      | $10412921.83   | 0.01%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AXA Logistics Europe Master SCA                                                  | AXA LEM                        | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |       1000000 | PA      | $1018099.10    | 0.00%             | 2029-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      29171000 | PA      | $31061745.46   | 0.02%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      67195000 | PA      | $90480570.09   | 0.07%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       2501000 | PA      | $2849378.39    | 0.00%             | 2033-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       3953000 | PA      | $3856033.10    | 0.00%             | 2031-06-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |       9400000 | PA      | $8032597.84    | 0.01%             | 2039-05-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3281170.79    | 0.00%             | 2030-12-20      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| BMW International Investment BV                                                  | BMW INTL INV BV                | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |       5250000 | PA      | $5839325.41    | 0.00%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAL8<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       5985000 | PA      | $4431442.30    | 0.00%             | 2029-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      47352000 | PA      | $58890901.51   | 0.05%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |       4500000 | PA      | $3397941.32    | 0.00%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| de Volksbank NV                                                                  | VOLKSBANK NV                   | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2757956.01    | 0.00%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       6950000 | PA      | $9966098.97    | 0.01%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      22500000 | PA      | $26093389.65   | 0.02%             | 2033-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BW5<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       4750000 | PA      | $5486253.26    | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EN4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       4868000 | PA      | $3848336.13    | 0.00%             | 2039-10-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     240930000 | PA      | $52763214.93   | 0.04%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMART REIT                     | CUSIP: 83179XAC2<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |        107000 | PA      | $77729.43      | 0.00%             | 2026-08-28      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2750703.22    | 0.00%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-23327120.86  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       6276000 | PA      | $6523616.93    | 0.01%             | 2173-05-11      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14030000000 | PA      | $81436329.39   | 0.06%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      57000000 | PA      | $6265778.43    | 0.00%             | 2036-03-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      18374000 | PA      | $15760243.19   | 0.01%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      20546000 | PA      | $23513022.38   | 0.02%             | 2027-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6716957.07    | 0.01%             | 2036-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       4800000 | PA      | $5581212.26    | 0.00%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       7998000 | PA      | $6427418.19    | 0.01%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1256585.54    | 0.00%             | 2041-12-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       3750000 | PA      | $2860719.30    | 0.00%             | 2034-08-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (ITRAXX.EUR.43.V1)        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |         -1000 | NC      | $17.41         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45833VAH2<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       3100000 | PA      | $2380719.05    | 0.00%             | 2030-05-29      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |        600000 | PA      | $662662.97     | 0.00%             | 2027-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |       4913000 | PA      | $5377166.13    | 0.00%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1200000000 | PA      | $8417350.40    | 0.01%             | 2033-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     133834000 | PA      | $98505746.02   | 0.08%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       2397000 | PA      | $2346689.91    | 0.00%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |       6100000 | PA      | $6509570.41    | 0.01%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 21 Ltd                                               | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |       3100000 | PA      | $2802130.94    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: BH4726650<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5394066.40    | 0.00%             | 2027-10-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                            | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |        805000 | PA      | $972116.97     | 0.00%             | 2026-05-13      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Diageo Capital BV                                                                | DIAGEO CAPITAL                 | CUSIP: N/A<br>LEI: 213800YHFC48VOL6JY40       | Long             | DBT              | CORP              | NL        |        700000 | PA      | $729627.50     | 0.00%             | 2028-09-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29881561.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nouvelle Autoroute 30 Financement Inc                                            | NOUVELLE AUTO                  | CUSIP: 66980CAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2858183 | PA      | $1910577.32    | 0.00%             | 2042-03-31      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      32000000 | PA      | $34397209.56   | 0.03%             | 2032-08-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |        977000 | PA      | $994649.94     | 0.00%             | 2033-06-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       2900000 | PA      | $2924016.45    | 0.00%             | 2032-11-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |      20000000 | PA      | $13145408.73   | 0.01%             | 2028-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       3413000 | PA      | $2430119.61    | 0.00%             | 2040-12-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RL Finance Bonds NO 4 PLC                                                        | RL FINANCE NO 4                | CUSIP: N/A<br>LEI: 21380094SBEIOBDS8O41       | Long             | DBT              | CORP              | GB        |       5829000 | PA      | $6142988.21    | 0.00%             | 2049-10-07      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Network Rail Infrastructure Finance PLC                                          | NETWRK RAIL INFR               | CUSIP: N/A<br>LEI: 213800H88F5EE4B1D697       | Long             | DBT              | CORP              | GB        |       2046000 | PA      | $2717209.15    | 0.00%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                             | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |      17349000 | PA      | $14584837.12   | 0.01%             | 2035-12-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3928397.04    | 0.00%             | 2048-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                                           | EWE AG                         | CUSIP: N/A<br>LEI: 529900L64X6KZZW19R71       | Long             | DBT              | CORP              | DE        |       9038000 | PA      | $8166441.67    | 0.01%             | 2032-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     169964000 | PA      | $49004314.92   | 0.04%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kommunalkredit Austria AG                                                        | KOMMUNALKREDIT                 | CUSIP: N/A<br>LEI: 549300IEVCBWVV97WC81       | Long             | DBT              | CORP              | AT        |      26100000 | PA      | $29905170.42   | 0.02%             | 2030-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9000000000 | PA      | $61896514.90   | 0.05%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-18514809.65  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     245559000 | PA      | $161710803.04  | 0.13%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9595416.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-117862.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                        | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |       2600000 | PA      | $2986911.88    | 0.00%             | 2047-03-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-64116162.14  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       3000000 | PA      | $3021291.25    | 0.00%             | 2030-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      24545395 | PA      | $20039871.08   | 0.02%             | 2036-04-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5554190.47    | 0.00%             | 2027-06-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |         25000 | PA      | $29003.33      | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       1996000 | PA      | $1987566.25    | 0.00%             | 2039-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       4896000 | PA      | $5586026.02    | 0.00%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       9300000 | PA      | $10498922.05   | 0.01%             | 2026-10-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      12046000 | PA      | $10695469.02   | 0.01%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      11224000 | PA      | $12275936.65   | 0.01%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       8600000 | PA      | $7128822.84    | 0.01%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |       5950000 | PA      | $6555118.11    | 0.01%             | 2027-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      16142000 | PA      | $16986286.46   | 0.01%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11247400000 | PA      | $82322409.34   | 0.06%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       4200000 | PA      | $4727361.74    | 0.00%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Penarian Housing Finance PLC                                                     | PENARIAN HOUSING               | CUSIP: N/A<br>LEI: 213800ITDRPW2XEQ8T51       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $679814.73     | 0.00%             | 2052-06-07      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    1275800000 | PA      | $8485167.52    | 0.01%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7513547.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |       2758000 | PA      | $3028401.04    | 0.00%             | 2034-05-23      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       2545000 | PA      | $2291275.27    | 0.00%             | 2033-01-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| GE Capital UK Funding Unlimited Co                                               | GE CAPITAL UK                  | CUSIP: N/A<br>LEI: BR7Z6BPTFF652NNO9651       | Long             | DBT              | CORP              | IE        |       4959000 | PA      | $6840952.39    | 0.01%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6508984.75    | 0.01%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Scotland Gas Networks PLC                                                        | SCOTLAND GAS NET               | CUSIP: EF1253238<br>LEI: 549300Y7M5CC1U5DBX07 | Long             | DBT              | CORP              | GB        |        502000 | PA      | $625798.49     | 0.00%             | 2034-12-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      86148000 | PA      | $25492726.92   | 0.02%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5836342.75    | 0.00%             | 2029-03-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GH4<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       9500000 | PA      | $7173062.31    | 0.01%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      23262000 | PA      | $25763253.51   | 0.02%             | 2027-05-20      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN MUNI ENT               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $2163275.70    | 0.00%             | 2027-06-18      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11665650000 | PA      | $52902694.72   | 0.04%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       1400000 | PA      | $1553480.10    | 0.00%             | 2038-08-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BF9<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       2583000 | PA      | $1837243.35    | 0.00%             | 2027-03-10      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       1365000 | PA      | $1652619.16    | 0.00%             | 2028-02-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       7314000 | PA      | $8048192.27    | 0.01%             | 2026-12-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      89462000 | PA      | $113459811.15  | 0.09%             | 2040-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     190415000 | PA      | $118341422.63  | 0.09%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAM8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       5995000 | PA      | $4284214.17    | 0.00%             | 2032-05-10      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $8973630.64    | 0.01%             | 2031-05-26      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCD4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       2043000 | PA      | $1121867.53    | 0.00%             | 2050-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14445570.58   | 0.01%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                               | LABRADOR-ISLAND                | CUSIP: 505443AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       4412000 | PA      | $3261212.40    | 0.00%             | 2033-06-01      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $11588699.68   | 0.01%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                                | OMERS REALTY CRP               | CUSIP: 68214WAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       7990000 | PA      | $6160986.07    | 0.00%             | 2028-11-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | AUTONOMOUS COMMU               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      21360000 | PA      | $23979162.47   | 0.02%             | 2035-04-30      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Abanca Corp Bancaria SA                                                          | ABANCA CORP                    | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $2994100.11    | 0.00%             | 2028-09-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      17243000 | PA      | $10988959.55   | 0.01%             | 2026-08-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                  | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | NUSS              | GB        |       2780000 | PA      | $3535438.17    | 0.00%             | 2038-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $13182620.15   | 0.01%             | 2031-11-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      12290000 | PA      | $7444533.21    | 0.01%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                              | LSEG NTHRLND BV                | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |       6062000 | PA      | $5649480.96    | 0.00%             | 2033-04-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      67418000 | PA      | $75012620.76   | 0.06%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Babcock International Group PLC                                                  | BABCOCK INTL GRP               | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | DBT              | CORP              | GB        |       1906000 | PA      | $2439988.42    | 0.00%             | 2026-10-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11721339.17   | 0.01%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      83199000 | PA      | $56897711.60   | 0.04%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |       9315000 | PA      | $11891174.34   | 0.01%             | 2028-01-14      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $9567321.71    | 0.01%             | 2026-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     465190000 | PA      | $1081429.67    | 0.00%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       3522000 | PA      | $3629221.37    | 0.00%             | 2053-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5426000 | PA      | $4038244.02    | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                      | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |       6614000 | PA      | $7056543.51    | 0.01%             | 2029-05-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      97483000 | PA      | $107571270.04  | 0.08%             | 2026-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     223742000 | PA      | $205335338.48  | 0.16%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Manulife Finance Delaware LP                                                     | MANULIFE FIN                   | CUSIP: 56502FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1857000 | PA      | $1367344.02    | 0.00%             | 2041-12-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                     | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |       4200000 | PA      | $4840692.83    | 0.00%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1225802000 | PA      | $47519116.31   | 0.04%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                         | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |       5296000 | PA      | $4278858.23    | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAK1<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       1463000 | PA      | $1049693.59    | 0.00%             | 2042-02-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06415GDE7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      54223000 | PA      | $39201282.07   | 0.03%             | 2027-03-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2967552.05    | 0.00%             | 2033-05-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $933008.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     125585000 | PA      | $143961862.36  | 0.11%             | 2029-10-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: ZR6556818<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      17000000 | PA      | $19158469.58   | 0.02%             | 2031-09-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       1700000 | PA      | $1576669.41    | 0.00%             | 2032-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13279500000 | PA      | $84306509.73   | 0.07%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3441587.74    | 0.00%             | 2026-11-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25060653.90  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |       1700000 | PA      | $2156081.65    | 0.00%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2136481.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $346294.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   70000000000 | PA      | $46934071.76   | 0.04%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |        784000 | PA      | $501562.48     | 0.00%             | 2027-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |      20000000 | PA      | $20522429.87   | 0.02%             | 2029-01-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7751900000 | PA      | $50376062.09   | 0.04%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       8901000 | PA      | $11414411.87   | 0.01%             | 2032-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3832300000 | PA      | $29378176.47   | 0.02%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       1527000 | PA      | $2157168.24    | 0.00%             | 2033-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    1440000000 | PA      | $9992943.35    | 0.01%             | 2026-08-28      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $3355704.30    | 0.00%             | 2031-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       3000000 | PA      | $3796777.40    | 0.00%             | 2034-09-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                                             | POWER CORP                     | CUSIP: 739239AE1<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |       1664000 | PA      | $1138768.29    | 0.00%             | 2048-07-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3289443.81    | 0.00%             | 2052-12-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3754316.75    | 0.00%             | 2041-12-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      14000000 | PA      | $10559457.86   | 0.01%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2169900000 | PA      | $14416516.32   | 0.01%             | 2031-04-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                         | LUZERN KANTONBK                | CUSIP: N/A<br>LEI: 549300C2XKS86VQDGV41       | Long             | DBT              | CORP              | CH        |        700000 | PA      | $811007.61     | 0.00%             | 2032-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       7000000 | PA      | $4397413.20    | 0.00%             | 2033-04-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                   | VILLE DE PARIS                 | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |        700000 | PA      | $662817.40     | 0.00%             | 2034-11-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       3200000 | PA      | $3880438.23    | 0.00%             | 2030-08-28      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |       1600000 | PA      | $1175264.62    | 0.00%             | 2040-11-26      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |       6684000 | PA      | $6690639.11    | 0.01%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                   | MONDELEZ INTL                  | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |       3410000 | PA      | $2558983.21    | 0.00%             | 2041-09-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       4847000 | PA      | $3015440.84    | 0.00%             | 2048-07-03      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      30529000 | PA      | $34478853.16   | 0.03%             | 2034-10-20      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Euronext NV                                                                      | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |       3200000 | PA      | $2646014.71    | 0.00%             | 2041-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       8695000 | PA      | $9190315.03    | 0.01%             | 2028-11-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       7279000 | PA      | $8010072.24    | 0.01%             | 2027-06-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      19100000 | PA      | $20074452.39   | 0.02%             | 2031-07-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       9000000 | PA      | $8650173.84    | 0.01%             | 2032-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                                                              | TOURMALINE OIL                 | CUSIP: 89156VAB2<br>LEI: 894500QKSAGWVM0ZG560 | Long             | DBT              | CORP              | CA        |       1700000 | PA      | $1181960.58    | 0.00%             | 2029-02-12      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $830799.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wales & West Utilities Finance PLC                                               | WALES & WEST                   | CUSIP: N/A<br>LEI: 213800PMB3SYMEH5NH78       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $774512.91     | 0.00%             | 2038-08-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10719160.69   | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        466000 | PA      | $540775.59     | 0.00%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2423669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Finance Canada Inc                                                 | DAIMLER TRCK FI                | CUSIP: 233852AJ1<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4498081.53    | 0.00%             | 2026-09-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Yorkshire Housing Finance PLC                                                    | YORKSHIRE HOUSIN               | CUSIP: EK5496501<br>LEI: 213800Y8UNLWBP74TZ18 | Long             | DBT              | CORP              | GB        |       1791000 | PA      | $1829901.87    | 0.00%             | 2044-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  523168000000 | PA      | $35055870.90   | 0.03%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     608388000 | PA      | $81199410.68   | 0.06%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       9175000 | PA      | $9895553.20    | 0.01%             | 2032-07-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDE7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |       2425000 | PA      | $1802345.98    | 0.00%             | 2026-08-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     138909000 | PA      | $109440293.41  | 0.09%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBL9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       4898000 | PA      | $3168239.29    | 0.00%             | 2046-05-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       4300000 | PA      | $4157536.19    | 0.00%             | 2031-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       3300000 | PA      | $3205355.51    | 0.00%             | 2030-12-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                    | ZURICH FINANCE                 | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |       4000000 | PA      | $5124331.92    | 0.00%             | 2052-11-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |       3185000 | PA      | $3969929.71    | 0.00%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Syensqo SA                                                                       | SYENSQO SA                     | CUSIP: N/A<br>LEI: 549300060XNJ90PLNS10       | Long             | DBT              | CORP              | BE        |       5700000 | PA      | $6448949.71    | 0.01%             | 2027-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      10000000 | PA      | $12328166.40   | 0.01%             | 2031-10-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada/Toronto                                                     | ROYAL BK CAN TO                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      10300000 | PA      | $11484169.38   | 0.01%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     334911000 | PA      | $357055413.41  | 0.28%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Hydro Ottawa Capital Corp                                                        | HYDRO OTTAWA CAP               | CUSIP: 448975AB8<br>LEI: 254900CR3Z5J6BJ3HN21 | Long             | DBT              | CORP              | CA        |       1029000 | PA      | $679936.42     | 0.00%             | 2043-05-14      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13867950000 | PA      | $63830755.84   | 0.05%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1332457.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: AP0972533<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       4000000 | PA      | $4331612.99    | 0.00%             | 2029-09-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3302954.26    | 0.00%             | 2031-03-18      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2041349.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AG9<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       3855000 | PA      | $2785390.74    | 0.00%             | 2033-06-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      20228000 | PA      | $22393032.98   | 0.02%             | 2026-08-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       5000000 | PA      | $5025339.60    | 0.00%             | 2033-07-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                         | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      20276000 | PA      | $19036864.02   | 0.02%             | 2033-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAV3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      13600000 | PA      | $10054898.48   | 0.01%             | 2028-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: AV6225214<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3386539.36    | 0.00%             | 2027-11-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      14212000 | PA      | $15446825.57   | 0.01%             | 2028-02-24      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |        100000 | PA      | $99626.65      | 0.00%             | 2034-01-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Statnett SF                                                                      | STATNETT SF                    | CUSIP: AP4912220<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |       5597000 | PA      | $5934210.86    | 0.00%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $17925253.62   | 0.01%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $4848300.45    | 0.00%             | 2031-11-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Basler Kantonalbank                                                              | BASLER KANTNALBK               | CUSIP: N/A<br>LEI: HV5W8PGLJ127N2SFSM23       | Long             | DBT              | CORP              | CH        |       2210000 | PA      | $2676046.38    | 0.00%             | 2027-06-22      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   39875000000 | PA      | $36793771.93   | 0.03%             | 2072-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CZ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       7400000 | PA      | $8338364.12    | 0.01%             | 2036-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |      97934000 | PA      | $9002573.11    | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Aliaxis Finance SA                                                               | ALIAXIS FINANCE                | CUSIP: N/A<br>LEI: 549300ZQUFZTQGVPBD44       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5177635.49    | 0.00%             | 2028-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                         | UNIVERSAL MUSIC                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5895186.97    | 0.00%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28604360.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       4859000 | PA      | $3753584.19    | 0.00%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3783597.65    | 0.00%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      12700000 | PA      | $14653389.19   | 0.01%             | 2033-04-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |       5300000 | PA      | $5916757.56    | 0.00%             | 2026-05-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-41546071.50  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $17664452.51   | 0.01%             | 2031-11-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3882164.09    | 0.00%             | 2028-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |       2457000 | PA      | $3218851.86    | 0.00%             | 2026-12-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    5247780000 | PA      | $10763736.40   | 0.01%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |       7749000 | PA      | $8093378.06    | 0.01%             | 2030-04-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                                                         | TDK CORP                       | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2702377.68    | 0.00%             | 2028-12-01      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     450778000 | PA      | $17088170.15   | 0.01%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      16985000 | PA      | $19992991.44   | 0.02%             | 2028-08-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     816000000 | PA      | $31893212.82   | 0.03%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       6007000 | PA      | $4439604.23    | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |       2047000 | PA      | $1292296.22    | 0.00%             | 2026-11-27      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      10013000 | PA      | $10245397.87   | 0.01%             | 2029-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      13519000 | PA      | $11544523.56   | 0.01%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |       4950000 | PA      | $4714771.42    | 0.00%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $867631.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       6800000 | PA      | $8338401.89    | 0.01%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       5000000 | PA      | $5575394.60    | 0.00%             | 2028-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      25300000 | PA      | $28911277.93   | 0.02%             | 2030-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6830504.97    | 0.01%             | 2028-07-31      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CZ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       4600000 | PA      | $4725010.42    | 0.00%             | 2029-03-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CY8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       5600000 | PA      | $6481363.59    | 0.01%             | 2030-10-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AB0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       7450000 | PA      | $5442355.78    | 0.00%             | 2026-06-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      39652000 | PA      | $42881818.15   | 0.03%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   45000000000 | PA      | $34464054.87   | 0.03%             | 2028-03-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6206388.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     220000000 | PA      | $21919672.86   | 0.02%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3627564.29    | 0.00%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14912703.09   | 0.01%             | 2032-10-14      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       3000000 | PA      | $2977971.61    | 0.00%             | 2033-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3358669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                     | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $4040731.85    | 0.00%             | 2029-11-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       4500000 | PA      | $2565487.83    | 0.00%             | 2030-05-27      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $8021794.72    | 0.01%             | 2029-10-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIE Finance PLC                                                                  | NIE FINANCE                    | CUSIP: EI6942755<br>LEI: 2138009A8DWW2RUSXJ76 | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2711367.40    | 0.00%             | 2026-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |        977000 | PA      | $756676.19     | 0.00%             | 2041-08-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-26255491.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: AZ3708510<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3336370.28    | 0.00%             | 2026-07-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      78248027 | PA      | $89005833.19   | 0.07%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                           | DEUTSCHE KREDIT                | CUSIP: N/A<br>LEI: 529900K16YGKC8BES892       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11455581.50   | 0.01%             | 2035-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |       5000000 | PA      | $5668688.80    | 0.00%             | 2035-04-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                            | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |        850000 | PA      | $1088400.01    | 0.00%             | 2040-03-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9319323.14    | 0.01%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      10000000 | PA      | $13469486.48   | 0.01%             | 2028-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-70466037.57  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: N/A<br>LEI: FRDRIPF3EKNDJ2CQJL29       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $1720085.10    | 0.00%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      10100000 | PA      | $10540674.83   | 0.01%             | 2028-10-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13197000000 | PA      | $64134595.63   | 0.05%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     300000000 | PA      | $2093747.38    | 0.00%             | 2032-09-01      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      37989000 | PA      | $23034740.79   | 0.02%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      11000000 | PA      | $13044640.54   | 0.01%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WZM9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       7300000 | PA      | $5646490.69    | 0.00%             | 2028-08-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FR2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       2550000 | PA      | $1893995.02    | 0.00%             | 2040-10-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      25243000 | PA      | $30506294.72   | 0.02%             | 2045-06-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JX7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       3359000 | PA      | $2171128.86    | 0.00%             | 2054-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      47423000 | PA      | $55179083.88   | 0.04%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SE                    | CUSIP: BH9906505<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2822834.07    | 0.00%             | 2028-04-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      24800000 | PA      | $26534591.61   | 0.02%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |       1700000 | PA      | $1747810.66    | 0.00%             | 2029-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     122000000 | PA      | $842855.66     | 0.00%             | 2027-04-16      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $10030211.08   | 0.01%             | 2034-02-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      73275000 | PA      | $46704595.24   | 0.04%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      13023000 | PA      | $14474608.88   | 0.01%             | 2174-03-10      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCB1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       2700000 | PA      | $2071115.44    | 0.00%             | 2053-05-26      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       3920000 | PA      | $2487311.18    | 0.00%             | 2028-07-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |       2400000 | PA      | $2787347.33    | 0.00%             | 2029-05-29      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| DP World Ltd/United Arab Emirates                                                | DP WORLD PLC                   | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |        100000 | PA      | $112341.49     | 0.00%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1497920000 | PA      | $72764516.48   | 0.06%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       7369000 | PA      | $8137788.43    | 0.01%             | 2030-03-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |       4185000 | PA      | $5095449.62    | 0.00%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      10000000 | PA      | $5179380.24    | 0.00%             | 2030-07-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      17647000 | PA      | $11192546.89   | 0.01%             | 2028-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      10565000 | PA      | $11564213.66   | 0.01%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11122881.43   | 0.01%             | 2027-03-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      15000000 | PA      | $18391706.85   | 0.01%             | 2030-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       2491000 | PA      | $3048193.08    | 0.00%             | 2032-12-09      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FU5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       7275000 | PA      | $5272134.35    | 0.00%             | 2027-03-30      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15199900000 | PA      | $68128666.90   | 0.05%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Futures Treasury PLC                                                             | FUTURES TREASURY               | CUSIP: N/A<br>LEI: 213800T6FYNSD2IGHT50       | Long             | DBT              | CORP              | GB        |       1306000 | PA      | $1238665.17    | 0.00%             | 2044-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ventas Canada Finance Ltd                                                        | VENTAS CANADA FI               | CUSIP: 92277LAK2<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              | CORP              | CA        |       3671000 | PA      | $2780809.13    | 0.00%             | 2029-03-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |       2186000 | PA      | $2949437.97    | 0.00%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9770250000 | PA      | $65145796.61   | 0.05%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      23361000 | PA      | $18194189.27   | 0.01%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $24623482.72   | 0.02%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| McGill University Health Centre                                                  | MCGILL UNIV HEAL               | CUSIP: 580563AA2<br>LEI: 549300PTBTWUDQPGRE86 | Long             | DBT              | CORP              | CA        |        306000 | PA      | $239878.63     | 0.00%             | 2043-12-31      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      13200000 | PA      | $13761329.24   | 0.01%             | 2028-07-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |       2196000 | PA      | $2441544.39    | 0.00%             | 2026-09-18      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       4091000 | PA      | $4593523.94    | 0.00%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      80050215 | PA      | $60375888.98   | 0.05%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       1550000 | PA      | $1483102.67    | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $545307.51     | 0.00%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469FQ3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       1960000 | PA      | $1479421.11    | 0.00%             | 2040-03-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| easyJet FinCo BV                                                                 | EASYJET FINCO                  | CUSIP: N/A<br>LEI: 2138005GUMKABRAKJU30       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $7750874.62    | 0.01%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                                                          | BRITISH LAND                   | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | DBT              | CORP              | GB        |        913000 | PA      | $1098252.52    | 0.00%             | 2029-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2382557.05    | 0.00%             | 2035-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                       | KHFC                           | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |      38458000 | PA      | $42423400.58   | 0.03%             | 2026-06-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      24607400 | PA      | $15653217.88   | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZBE7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       2211000 | PA      | $1708722.09    | 0.00%             | 2028-05-26      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Guinness Partnership Ltd/The                                                     | GUINNESS PARTNER               | CUSIP: BH8302466<br>LEI: 213800OE2SS4VDHBR129 | Long             | DBT              | CORP              | GB        |        100000 | PA      | $59301.88      | 0.00%             | 2055-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11604000000 | PA      | $80033213.27   | 0.06%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |       6100000 | PA      | $6512667.65    | 0.01%             | 2028-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                      | RENTOKIL FINANCE               | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3559992.59    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FMS Wertmanagement                                                               | FMS WERTMANAGE                 | CUSIP: N/A<br>LEI: HZFDOR6TCRSIQLKQTX32       | Long             | DBT              | CORP              | DE        |       5400000 | PA      | $5552800.24    | 0.00%             | 2030-04-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ren Finance BV                                                                   | REN FINANCE BV                 | CUSIP: N/A<br>LEI: 54930019D5P01WQQZF17       | Long             | DBT              | CORP              | NL        |       1296000 | PA      | $1424694.43    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5189650000 | PA      | $38021841.15   | 0.03%             | 2031-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: N/A<br>LEI: LONOZNOJYIBXOHXWDB86       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3111072.14    | 0.00%             | 2029-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Louis Dreyfus Co Finance BV                                                      | LDC FINANCE BV                 | CUSIP: N/A<br>LEI: 5493001HHX62PQCEEH95       | Long             | DBT              | CORP              | NL        |       2100000 | PA      | $2299620.72    | 0.00%             | 2028-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                              | CITYCON TREASURY               | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       1400000 | PA      | $1680312.76    | 0.00%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Brunswick F-M Project Co Inc                                                 | NEW BRUNSWICK FM               | CUSIP: 642904AA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |         99067 | PA      | $74222.30      | 0.00%             | 2027-11-30      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: N/A<br>LEI: 549300DXR29GD4N0A520       | Long             | DBT              | CORP              | US        |       4820000 | PA      | $5440686.07    | 0.00%             | 2030-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      77289072 | PA      | $88234707.46   | 0.07%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      11000000 | PA      | $10945539.18   | 0.01%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      20126000 | PA      | $28611985.80   | 0.02%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                  | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |       3999000 | PA      | $2958702.95    | 0.00%             | 2040-03-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      19000000 | PA      | $13298390.25   | 0.01%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |       7765000 | PA      | $8083965.02    | 0.01%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XBP8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       9424000 | PA      | $7155471.07    | 0.01%             | 2028-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     260000000 | PA      | $8538895.79    | 0.01%             | 2050-06-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                                            | IA FINANCIAL COR               | CUSIP: 45075EAC8<br>LEI: 549300ZXLJVHQAIXV215 | Long             | DBT              | CORP              | CA        |       1700000 | PA      | $1227575.11    | 0.00%             | 2032-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      18155000 | PA      | $18524005.17   | 0.01%             | 2029-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Storebrand Livsforsikring AS                                                     | STOREBRAND LIVSF               | CUSIP: N/A<br>LEI: 5967007LIEEXZX9TZC13       | Long             | DBT              | CORP              | NO        |       4321000 | PA      | $4298332.01    | 0.00%             | 2051-09-30      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2698872.00    | 0.00%             | 2027-12-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      13200000 | PA      | $15248116.01   | 0.01%             | 2033-06-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   30000000000 | PA      | $23059869.86   | 0.02%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: 69363TAS1<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       9500000 | PA      | $7137317.06    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1268669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       1100000 | PA      | $1186272.58    | 0.00%             | 2029-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      47379000 | PA      | $58387168.04   | 0.05%             | 2044-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R55<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     240950000 | PA      | $177363738.94  | 0.14%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       2439000 | PA      | $2463535.37    | 0.00%             | 2030-09-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       4547000 | PA      | $4176847.63    | 0.00%             | 2034-10-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAN1<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       2100000 | PA      | $1580366.68    | 0.00%             | 2027-06-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     975200000 | PA      | $6744389.90    | 0.01%             | 2027-03-19      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Catalyst Housing Ltd                                                             | CATALYST HOUSING               | CUSIP: AP7098381<br>LEI: 213800TNFSTCW6BFWE04 | Long             | DBT              | CORP              | GB        |       1491000 | PA      | $1252919.80    | 0.00%             | 2047-10-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                                                             | VW CREDIT CANADA               | CUSIP: 918423BC7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1523987.52    | 0.00%             | 2027-11-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      17458000 | PA      | $19469680.14   | 0.02%             | 2026-05-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      49856000 | PA      | $50403895.32   | 0.04%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     136491000 | PA      | $134693079.69  | 0.11%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |       5800000 | PA      | $6876047.64    | 0.01%             | 2030-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |       6487000 | PA      | $6123792.85    | 0.00%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      28632000 | PA      | $27736166.04   | 0.02%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |       6329000 | PA      | $6541998.59    | 0.01%             | 2055-04-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     570000000 | PA      | $80826475.60   | 0.06%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| AYT Cedulas Cajas Global FTA                                                     | AYT CEDULAS CAJA               | CUSIP: N/A<br>LEI: 959800XDZEM9FGN2F384       | Long             | DBT              | CORP              | ES        |      17300000 | PA      | $20558523.45   | 0.02%             | 2027-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       4000000 | PA      | $5238947.91    | 0.00%             | 2032-08-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      14723000 | PA      | $19648456.04   | 0.02%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                          | DXC CAPITAL FUND               | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |       4171000 | PA      | $3941669.16    | 0.00%             | 2031-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |        347000 | PA      | $386592.70     | 0.00%             | 2027-10-03      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       3600000 | PA      | $4073698.27    | 0.00%             | 2034-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6522545.57    | 0.01%             | 2033-04-28      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      17079000 | PA      | $12463182.83   | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3081232.86    | 0.00%             | 2032-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      60000000 | PA      | $8659997.25    | 0.01%             | 2028-02-04      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                         | GAIF BOND ISSUER               | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |       2260000 | PA      | $1314141.11    | 0.00%             | 2028-12-14      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Cajamar Caja Rural SCC                                                           | CAJAMAR                        | CUSIP: N/A<br>LEI: 635400CE9HHFB55PEY43       | Long             | DBT              | CORP              | ES        |      10400000 | PA      | $12146495.79   | 0.01%             | 2029-07-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |        868000 | PA      | $689596.22     | 0.00%             | 2053-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7417700000 | PA      | $47764364.29   | 0.04%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      29510000 | PA      | $16617565.62   | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dream Summit Industrial LP                                                       | DREAM SUMMIT IND               | CUSIP: 26154EAB4<br>LEI: 254900OHFBH4WQN78Q64 | Long             | DBT              | CORP              | CA        |        529000 | PA      | $379335.02     | 0.00%             | 2026-04-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5383600000 | PA      | $40138913.70   | 0.03%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2986900000 | PA      | $21832289.93   | 0.02%             | 2028-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                              | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |         50000 | PA      | $53614.48      | 0.00%             | 2056-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      34000000 | PA      | $39607262.02   | 0.03%             | 2035-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      11900000 | PA      | $12480745.95   | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3315090.79    | 0.00%             | 2034-03-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $4043724.18    | 0.00%             | 2027-11-29      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       6194000 | PA      | $6466127.78    | 0.01%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20250507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2085621.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      33600000 | PA      | $34941729.12   | 0.03%             | 2032-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |       2818000 | PA      | $2442150.50    | 0.00%             | 2038-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      15400000 | PA      | $17712253.14   | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       6007000 | PA      | $6846303.51    | 0.01%             | 2047-07-06      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |       5000000 | PA      | $5768329.80    | 0.00%             | 2027-06-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $6751439.32    | 0.01%             | 2031-01-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $70452.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $3264313.09    | 0.00%             | 2029-02-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | Long             | DBT              | CORP              | US        |       2906000 | PA      | $3277975.86    | 0.00%             | 2033-05-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3000000000 | PA      | $20769122.95   | 0.02%             | 2027-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      79667900 | PA      | $50316118.00   | 0.04%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAQ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      20564000 | PA      | $14687439.47   | 0.01%             | 2026-09-08      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      33757000 | PA      | $38237080.17   | 0.03%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                    | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  188995000000 | PA      | $40155460.92   | 0.03%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UF0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      11155000 | PA      | $6248826.93    | 0.00%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1128620.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      27000000 | PA      | $28748191.80   | 0.02%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GD3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       5287000 | PA      | $3657328.08    | 0.00%             | 2028-06-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      35904000 | PA      | $36491326.55   | 0.03%             | 2030-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |       5400000 | PA      | $5744568.27    | 0.00%             | 2028-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |        250000 | PA      | $188725.31     | 0.00%             | 2029-01-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       2100000 | PA      | $1763368.23    | 0.00%             | 2050-02-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CY8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5748255.69    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      71918000 | PA      | $85861877.47   | 0.07%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607L3Y7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      10915000 | PA      | $8047724.67    | 0.01%             | 2027-04-02      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      10500000 | PA      | $13196577.42   | 0.01%             | 2028-07-12      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AT8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       1698000 | PA      | $1402505.88    | 0.00%             | 2041-03-22      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                             | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |       2046000 | PA      | $2019931.56    | 0.00%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       2500000 | PA      | $1948842.74    | 0.00%             | 2048-02-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Teollisuuden Voima Oyj                                                           | TEOLLISUUDEN VOI               | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |       3000000 | PA      | $3242467.28    | 0.00%             | 2028-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Danfoss Finance II BV                                                            | DANFOSS FIN 2 BV               | CUSIP: N/A<br>LEI: 549300NZCU7GI52SSK89       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7082502.56    | 0.01%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      15700000 | PA      | $16608528.28   | 0.01%             | 2173-06-17      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                             | NORDDEUTSCHE L/B               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5378882.64    | 0.00%             | 2026-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      40465000 | PA      | $31976038.26   | 0.03%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       3100000 | PA      | $3133035.50    | 0.00%             | 2032-03-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                     | FORD CRED CANADA               | CUSIP: 34527ACS7<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $5013910.20    | 0.00%             | 2030-02-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBB4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       9681000 | PA      | $10800595.49   | 0.01%             | 2028-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6911734.51    | 0.01%             | 2027-04-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      37283000 | PA      | $39231582.00   | 0.03%             | 2029-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6045500.20    | 0.00%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     117522000 | PA      | $149397254.20  | 0.12%             | 2029-04-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     285000000 | PA      | $39772458.69   | 0.03%             | 2026-11-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: AS2798773<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       1100000 | PA      | $1221795.92    | 0.00%             | 2028-04-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       4300000 | PA      | $4037049.05    | 0.00%             | 2033-06-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666CX7<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       1284000 | PA      | $847238.92     | 0.00%             | 2042-06-27      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       6200000 | PA      | $6563059.29    | 0.01%             | 2028-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CBRE Global Investors Open-Ended Funds SCA SICAV-SIF-Pan European Core Fund      | CBRE GI OPEN END               | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |       1400000 | PA      | $1668466.04    | 0.00%             | 2034-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: BH4497385<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |       7838000 | PA      | $8997607.63    | 0.01%             | 2028-04-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250605           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $452624.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                                                  | DIRECT LINE INS                | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1188840.23    | 0.00%             | 2032-06-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29327903.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |       2444000 | PA      | $1730031.57    | 0.00%             | 2049-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $9857080.94    | 0.01%             | 2034-01-29      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      10000000 | PA      | $7900653.54    | 0.01%             | 2047-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      14207874 | PA      | $17060367.92   | 0.01%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8401000000 | PA      | $54434801.85   | 0.04%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3426824.73    | 0.00%             | 2027-12-20      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZAW4<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       2052000 | PA      | $1284263.99    | 0.00%             | 2047-09-09      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |       3901000 | PA      | $4200449.25    | 0.00%             | 2030-05-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      90000000 | PA      | $103551758.24  | 0.08%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: BH5289245<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |       7317000 | PA      | $7975111.32    | 0.01%             | 2032-04-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Artesian Finance II PLC                                                          | ARTESIAN FIN II                | CUSIP: EC9615823<br>LEI: 213800SC4ON8GU2Q2Q62 | Long             | DBT              | CORP              | GB        |       1495000 | PA      | $2002304.52    | 0.00%             | 2033-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $5181257.84    | 0.00%             | 2032-09-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       5490000 | PA      | $3008217.98    | 0.00%             | 2031-01-27      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3107332.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |       4136000 | PA      | $4073663.11    | 0.00%             | 2031-09-12      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: N/A<br>LEI: 25490065OSV2524LCR32       | Long             | DBT              | CORP              | N/A       |       6258000 | PA      | $3900811.90    | 0.00%             | 2026-05-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      37997000 | PA      | $41337776.58   | 0.03%             | 2028-09-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       2000000 | PA      | $1114163.10    | 0.00%             | 2028-02-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAM3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |       7509000 | PA      | $9037337.96    | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution PLC                                       | NAT GRD ELCT DIS               | CUSIP: AU9046478<br>LEI: 549300HFCD0G1TPU4N09 | Long             | DBT              | CORP              | GB        |      19097000 | PA      | $24977487.73   | 0.02%             | 2026-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10800000 | PA      | $10168221.37   | 0.01%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |       4900000 | PA      | $4616617.00    | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      21175000 | PA      | $23472446.81   | 0.02%             | 2027-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5833101.67    | 0.00%             | 2029-07-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      65958000 | PA      | $86222438.44   | 0.07%             | 2040-07-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $686454.12     | 0.00%             | 2034-07-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |       1004000 | PA      | $937865.79     | 0.00%             | 2036-11-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2352200000 | PA      | $15629477.34   | 0.01%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     393950000 | PA      | $2982014.42    | 0.00%             | 2036-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |       2500000 | PA      | $3456487.32    | 0.00%             | 2028-08-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20000000000 | PA      | $139616729.61  | 0.11%             | 2026-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5778273.97    | 0.00%             | 2029-10-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  486019000000 | PA      | $28397446.05   | 0.02%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854HN1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |        259000 | PA      | $222246.33     | 0.00%             | 2031-09-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                            | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |      19182000 | PA      | $16696403.47   | 0.01%             | 2035-01-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Energir Inc                                                                      | ENERGIR INC                    | CUSIP: 29279YAA6<br>LEI: 549300SULPFDEWWFVD15 | Long             | DBT              | CORP              | CA        |        963000 | PA      | $685064.27     | 0.00%             | 2027-04-16      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                      | NOVARTIS AG                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | DBT              | CORP              | CH        |       6355000 | PA      | $7716539.98    | 0.01%             | 2029-11-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      15000000 | PA      | $16059658.17   | 0.01%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                                   | BPER BANCA                     | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      10500000 | PA      | $12186460.85   | 0.01%             | 2031-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WestConnex Finance Co Pty Ltd                                                    | WESTCONNEX FINAN               | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |       1140000 | PA      | $652286.01     | 0.00%             | 2031-03-31      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      10400000 | PA      | $11420220.97   | 0.01%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      30000000 | PA      | $34391570.91   | 0.03%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      12176000 | PA      | $11850398.22   | 0.01%             | 2031-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Southern Housing                                                                 | SOUTHERN HOUSING               | CUSIP: N/A<br>LEI: 213800XJQUYGOARTZX86       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $694964.02     | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       5400000 | PA      | $6196709.05    | 0.00%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11433309.66   | 0.01%             | 2034-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SP-Kiinnitysluottopankki Oyj                                                     | SP KIINNITYSLUO                | CUSIP: N/A<br>LEI: 7437001BISR7R2A9KX89       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5840592.64    | 0.00%             | 2031-05-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       3000000 | PA      | $3293947.18    | 0.00%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       9000000 | PA      | $9426007.08    | 0.01%             | 2028-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      20500000 | PA      | $23601299.38   | 0.02%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3630611.09    | 0.00%             | 2033-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                               | CELLNEX TELECOM                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |       7400000 | PA      | $8008044.24    | 0.01%             | 2029-06-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      40000000 | PA      | $46016908.93   | 0.04%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |       9900000 | PA      | $12442899.75   | 0.01%             | 2053-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Channel Link Enterprises Finance PLC                                             | CHANNEL LINK ENT               | CUSIP: N/A<br>LEI: 213800BYHTDDUJYTT475       | Long             | DBT              | CORP              | GB        |       3336000 | PA      | $4043073.85    | 0.00%             | 2050-06-30      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAN3<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       4400000 | PA      | $2908616.71    | 0.00%             | 2030-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       6500000 | PA      | $3899335.08    | 0.00%             | 2033-08-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709FQ0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       1471000 | PA      | $1132563.19    | 0.00%             | 2048-06-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7442850000 | PA      | $36918607.80   | 0.03%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |       4900000 | PA      | $4804201.40    | 0.00%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20250507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3959030.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       3300000 | PA      | $3563441.41    | 0.00%             | 2053-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       5455000 | PA      | $6959069.64    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2150000000 | PA      | $14299188.66   | 0.01%             | 2031-03-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      50000000 | PA      | $32394972.19   | 0.03%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAR2<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       3600000 | PA      | $2728347.98    | 0.00%             | 2029-04-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     104000000 | PA      | $11245486.48   | 0.01%             | 2029-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       7314000 | PA      | $7977331.57    | 0.01%             | 2028-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                            | KIRIN HOLDINGS                 | CUSIP: N/A<br>LEI: 353800GBVL72LLMTYM96       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1387560.50    | 0.00%             | 2026-06-03      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $13532635.18   | 0.01%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CTRL Section 1 Finance PLC                                                       | CTRL SECTION 1                 | CUSIP: ED2136700<br>LEI: 213800T8KP4APS3KNZ67 | Long             | DBT              | CORP              | GB        |         99778 | PA      | $136162.16     | 0.00%             | 2035-05-02      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Maritime Link Financing Trust                                                    | ML FINANCING TR                | CUSIP: 570344AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       4557538 | PA      | $3094835.07    | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |        537000 | PA      | $588433.99     | 0.00%             | 2027-08-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                           | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |       1100000 | PA      | $1147914.04    | 0.00%             | 2030-01-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      20095000 | PA      | $23359819.15   | 0.02%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1509536.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6958940.74    | 0.01%             | 2035-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     225238000 | PA      | $266860216.90  | 0.21%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                         | SCOTTISH HYDRO                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |        200000 | PA      | $197304.29     | 0.00%             | 2035-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                            | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      10000000 | PA      | $11808306.97   | 0.01%             | 2028-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      10000000 | PA      | $11303931.33   | 0.01%             | 2031-07-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAF8<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |        931000 | PA      | $671282.13     | 0.00%             | 2026-10-16      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       1500000 | PA      | $962113.80     | 0.00%             | 2026-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8448350000 | PA      | $44635336.90   | 0.04%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                     | FORD CRED CANADA               | CUSIP: 34527ADB3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2116142.68    | 0.00%             | 2028-01-10      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |       9700000 | PA      | $10501493.45   | 0.01%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06415FFT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      10694000 | PA      | $7629849.41    | 0.01%             | 2026-11-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $434801.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |       1857000 | PA      | $2022631.31    | 0.00%             | 2027-02-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAH4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       7326000 | PA      | $5283120.51    | 0.00%             | 2029-10-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Clover LP                                                                        | CLOVER LP                      | CUSIP: 18914LAA8<br>LEI: 54930041L1MJLN5X9F27 | Long             | DBT              | CORP              | CA        |        318881 | PA      | $231112.13     | 0.00%             | 2034-03-31      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                              | AGI FINANCE                    | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |       2500000 | PA      | $1533696.30    | 0.00%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1106839000 | PA      | $33040033.80   | 0.03%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      12500000 | PA      | $14694332.86   | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                        | NESTLE SA                      | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | DBT              | CORP              | CH        |       2500000 | PA      | $3266695.34    | 0.00%             | 2040-05-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $5693287.48    | 0.00%             | 2028-04-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29551817.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       1464000 | PA      | $1574226.11    | 0.00%             | 2029-11-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Givaudan Finance Europe BV                                                       | GIVAUDAN FIN EUR               | CUSIP: BH8302235<br>LEI: 213800MGRS1DZVKTKA03 | Long             | DBT              | CORP              | NL        |       4913000 | PA      | $5423456.56    | 0.00%             | 2027-04-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                     | OMNICOM FIN HOL                | CUSIP: 681919BE5<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5709709.32    | 0.00%             | 2032-03-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $4197858.35    | 0.00%             | 2035-06-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-37571040.11  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    8500000000 | PA      | $21155913.12   | 0.02%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      43860000 | PA      | $47708120.26   | 0.04%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   19000000000 | PA      | $84957759.83   | 0.07%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      14500000 | PA      | $14953600.03   | 0.01%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3094329.86    | 0.00%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      20000000 | PA      | $21162979.80   | 0.02%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       6500000 | PA      | $7153638.32    | 0.01%             | 2043-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5513881.95    | 0.00%             | 2027-06-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |       5635000 | PA      | $5911905.79    | 0.00%             | 2028-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $8998802.58    | 0.01%             | 2034-05-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6763398.56    | 0.01%             | 2032-08-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                       | LANXESS                        | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | DBT              | CORP              | DE        |       6600000 | PA      | $6524457.27    | 0.01%             | 2029-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |      15000000 | PA      | $99111.99      | 0.00%             | 2031-03-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                                                      | KUBOTA CORP                    | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1978990.77    | 0.00%             | 2032-06-02      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |      60000000 | PA      | $411763.28     | 0.00%             | 2035-06-20      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDA5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       4500000 | PA      | $3438922.46    | 0.00%             | 2031-04-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                   | EDP FINANCE BV                 | CUSIP: AQ0259806<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |       1398000 | PA      | $1543025.50    | 0.00%             | 2027-11-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      33500000 | PA      | $33044024.84   | 0.03%             | 2030-12-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: ZR4792498<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3167401.77    | 0.00%             | 2029-09-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2453240.12    | 0.00%             | 2030-11-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       1280000 | PA      | $811630.71     | 0.00%             | 2028-08-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     133783000 | PA      | $67725096.38   | 0.05%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5440379.21    | 0.00%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     900000000 | PA      | $5930736.26    | 0.00%             | 2031-05-28      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $11804175.80   | 0.01%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |        957000 | PA      | $1048598.27    | 0.00%             | 2027-04-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7513547.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2753669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       9800000 | PA      | $9050241.92    | 0.01%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       5940000 | PA      | $3719845.07    | 0.00%             | 2048-10-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8208950000 | PA      | $37486447.48   | 0.03%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853FB0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $7289867.26    | 0.01%             | 2034-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       4800000 | PA      | $5275193.63    | 0.00%             | 2028-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SA                                                  | RED ELECTRICA SA               | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |       1200000 | PA      | $1335763.98    | 0.00%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1083411.22    | 0.00%             | 2028-05-30      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |      14000000 | PA      | $15657656.88   | 0.01%             | 2034-01-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      69500000 | PA      | $79267047.08   | 0.06%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-318518.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     120032000 | PA      | $129523422.21  | 0.10%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $9441013.81    | 0.01%             | 2028-04-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       2900000 | PA      | $2739985.84    | 0.00%             | 2032-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       3400000 | PA      | $4030451.45    | 0.00%             | 2033-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24082010.36  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 92157WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        626000 | PA      | $410545.66     | 0.00%             | 2045-11-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      14000000 | PA      | $16514356.73   | 0.01%             | 2029-04-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     585150000 | PA      | $4291472.42    | 0.00%             | 2028-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      18500000 | PA      | $14090596.26   | 0.01%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |       5913000 | PA      | $6540080.95    | 0.01%             | 2027-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4804080.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                         | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |       4750000 | PA      | $5006289.79    | 0.00%             | 2028-10-23      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      74719000 | PA      | $80442141.78   | 0.06%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $31948.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       7200000 | PA      | $8109794.97    | 0.01%             | 2035-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      69188356 | PA      | $66701599.53   | 0.05%             | 2031-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |       7400000 | PA      | $8551521.04    | 0.01%             | 2031-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                         | TELE2 AB                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |       2000000 | PA      | $2343817.19    | 0.00%             | 2029-11-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       3040000 | PA      | $3295156.00    | 0.00%             | 2027-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      27135000 | PA      | $19106102.68   | 0.02%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4367219.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1600000000 | PA      | $11130541.33   | 0.01%             | 2034-10-31      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2130750000 | PA      | $15692766.61   | 0.01%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Noverco Inc                                                                      | NOVERCO INC                    | CUSIP: 670018AA8<br>LEI: 549300NACR4UD5NDMW24 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1478827.94    | 0.00%             | 2035-01-28      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Siemens Energy Finance BV                                                        | SIEMENS ENER FIN               | CUSIP: N/A<br>LEI: 529900GXHPSHYHBLHP23       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5897217.04    | 0.00%             | 2029-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Original Wempi Inc                                                               | ORIGINAL WEMPI                 | CUSIP: 952637AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $3117366.89    | 0.00%             | 2027-10-04      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                             | DASSAULT SYSTEME               | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5101182.24    | 0.00%             | 2029-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      59773000 | PA      | $33769724.53   | 0.03%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |        127000 | PA      | $29802.79      | 0.00%             | 2027-03-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     111017000 | PA      | $129136009.10  | 0.10%             | 2029-04-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                           | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |       1093000 | PA      | $1127097.22    | 0.00%             | 2059-05-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     309056000 | PA      | $80856722.34   | 0.06%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPHA Finance PLC                                                                 | BPHA FINANCE                   | CUSIP: N/A<br>LEI: 213800T2EIKFAUKDRH27       | Long             | DBT              | CORP              | GB        |        987000 | PA      | $1146431.03    | 0.00%             | 2044-04-11      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       8300000 | PA      | $8231347.42    | 0.01%             | 2042-07-10      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: AQ0498693<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       3195000 | PA      | $3522515.65    | 0.00%             | 2029-11-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                  | BROOKFIELD ASSET               | CUSIP: 11257ZAF6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |       2075000 | PA      | $1518385.24    | 0.00%             | 2027-03-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       8000000 | PA      | $9232549.51    | 0.01%             | 2033-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      40892000 | PA      | $34823580.11   | 0.03%             | 2035-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       6500000 | PA      | $7142547.37    | 0.01%             | 2027-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28769789.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       7509000 | PA      | $9620293.51    | 0.01%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                             | MANCHESTER AGF                 | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |       1577000 | PA      | $2096679.92    | 0.00%             | 2041-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397F24<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       4000000 | PA      | $4573510.56    | 0.00%             | 2028-11-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                                  | MITSUBISHI CORP                | CUSIP: EK3118339<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |     800000000 | PA      | $5656055.39    | 0.00%             | 2032-06-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      38355381 | PA      | $44651644.24   | 0.04%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |       4696000 | PA      | $6475527.26    | 0.01%             | 2029-02-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      12500000 | PA      | $14451993.48   | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       8688000 | PA      | $4938035.22    | 0.00%             | 2050-08-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     451239000 | PA      | $17957658.81   | 0.01%             | 2044-06-29      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: 42246QAH1<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       8232000 | PA      | $5887141.14    | 0.00%             | 2029-10-13      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                             | MANCHESTER AGF                 | CUSIP: EK0567348<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |       5004000 | PA      | $6398946.79    | 0.01%             | 2034-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5328885.20    | 0.00%             | 2030-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $49322.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      72276000 | PA      | $45872560.69   | 0.04%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       1209000 | PA      | $1332114.67    | 0.00%             | 2028-05-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       4300000 | PA      | $5041068.00    | 0.00%             | 2028-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       4641000 | PA      | $2999658.14    | 0.00%             | 2043-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1698268.44    | 0.00%             | 2032-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2152750000 | PA      | $15774527.82   | 0.01%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      13100000 | PA      | $13580200.81   | 0.01%             | 2029-05-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $105670.22     | 0.00%             | 2029-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      14500000 | PA      | $14889359.93   | 0.01%             | 2029-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1325724.44    | 0.00%             | 2031-01-29      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEE1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       3891000 | PA      | $2773320.83    | 0.00%             | 2027-08-04      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      49264000 | PA      | $63024361.09   | 0.05%             | 2034-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $38314.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     110000000 | PA      | $15600549.93   | 0.01%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |        300000 | PA      | $310922.57     | 0.00%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    1100000000 | PA      | $7616654.50    | 0.01%             | 2027-07-06      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5846573.52    | 0.00%             | 2028-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8796450000 | PA      | $44700386.81   | 0.04%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South Wales PLC                           | NATIONAL GRID ED               | CUSIP: N/A<br>LEI: 549300RHOCSNK1FZ4116       | Long             | DBT              | CORP              | GB        |       2486000 | PA      | $2263868.31    | 0.00%             | 2035-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CT Real Estate Investment Trust                                                  | CT REIT                        | CUSIP: 126462AD2<br>LEI: 549300QXEHJXT6D53X16 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1449694.47    | 0.00%             | 2026-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8199492.71    | 0.01%             | 2031-08-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      85639779 | PA      | $107962862.94  | 0.09%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      30000000 | PA      | $34550116.74   | 0.03%             | 2029-04-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $2798464.48    | 0.00%             | 2026-06-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |        265000 | PA      | $155573.25     | 0.00%             | 2030-01-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                       | SAPUTO INC                     | CUSIP: 80310ZAG4<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $710724.29     | 0.00%             | 2027-06-16      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       1007000 | PA      | $582106.68     | 0.00%             | 2026-06-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11413055.42   | 0.01%             | 2034-01-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Holding d'Infrastructures de Transport SASU                                      | HOLDING D'INFRA                | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $8296908.51    | 0.01%             | 2027-11-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      10546000 | PA      | $11591406.75   | 0.01%             | 2028-02-14      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    2177983069 | NS      | $2177765270.29 | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      20478000 | PA      | $21738739.42   | 0.02%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      12200000 | PA      | $14310594.24   | 0.01%             | 2029-03-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $8294357.89    | 0.01%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |        300000 | PA      | $389523.47     | 0.00%             | 2028-04-26      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      19550000 | PA      | $143043.12     | 0.00%             | 2030-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      53137000 | PA      | $29849573.38   | 0.02%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11257650000 | PA      | $46053173.81   | 0.04%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $4379310.18    | 0.00%             | 2030-04-17      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      57488456 | PA      | $66206726.70   | 0.05%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     105595000 | PA      | $123955234.35  | 0.10%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |       1000000 | PA      | $941983.78     | 0.00%             | 2033-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2783806.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |       6957000 | PA      | $7784320.67    | 0.01%             | 2027-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                                | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900LKF4CC6BHG3L37       | Long             | DBT              | NUSS              | DE        |      17551000 | PA      | $17490944.42   | 0.01%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |       7189000 | PA      | $6291071.52    | 0.00%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852NQ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       1566000 | PA      | $1154707.92    | 0.00%             | 2034-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: EJ8189833<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       3000000 | PA      | $3480055.94    | 0.00%             | 2031-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |       7700000 | PA      | $8398814.63    | 0.01%             | 2028-04-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3223464.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZAM5<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1550000 | PA      | $1200736.52    | 0.00%             | 2036-11-20      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAT7<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $532226.92     | 0.00%             | 2040-07-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8120450000 | PA      | $41057598.36   | 0.03%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       7802000 | PA      | $9796631.09    | 0.01%             | 2026-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |      13898000 | PA      | $16184652.07   | 0.01%             | 2030-04-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       4913000 | PA      | $6344169.33    | 0.01%             | 2173-06-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KQ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       8000000 | PA      | $8239944.08    | 0.01%             | 2030-02-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAH6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |        684000 | PA      | $426855.99     | 0.00%             | 2045-07-28      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      18000000 | PA      | $17660111.54   | 0.01%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1034469.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: EC1243194<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       1650000 | PA      | $2280210.30    | 0.00%             | 2028-12-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBG4<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $597732.42     | 0.00%             | 2062-07-31      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| High Speed Rail Finance 1 PLC                                                    | HIGH SPEED RAIL                | CUSIP: N/A<br>LEI: 21380087GQQTIHCRLU65       | Long             | DBT              | CORP              | GB        |       3324000 | PA      | $4080629.11    | 0.00%             | 2038-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 4 PLC                                                     | TESCO PROP FIN 4               | CUSIP: N/A<br>LEI: 213800UCE6O94DGHWT77       | Long             | DBT              | CORP              | GB        |       2681173 | PA      | $3547589.49    | 0.00%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     140047370 | PA      | $135164022.96  | 0.11%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: AX7760868<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $4394560.50    | 0.00%             | 2039-03-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       9500000 | PA      | $11411391.66   | 0.01%             | 2031-01-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167BM4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       8438000 | PA      | $6340374.77    | 0.01%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       4359000 | PA      | $3971885.44    | 0.00%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       2141000 | PA      | $2053347.96    | 0.00%             | 2041-09-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |        488000 | PA      | $270307.01     | 0.00%             | 2049-10-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5295838.25    | 0.00%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2414971.83    | 0.00%             | 2028-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2203688.79    | 0.00%             | 2173-05-11      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       3000000 | PA      | $4176263.67    | 0.00%             | 2032-11-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     423130000 | PA      | $19611976.86   | 0.02%             | 2026-02-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     100000000 | PA      | $112283078.95  | 0.09%             | 2026-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |        984000 | PA      | $647160.37     | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-441693.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |      20000000 | PA      | $21595554.24   | 0.02%             | 2029-02-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Terega SASU                                                                      | TEREGA SAS                     | CUSIP: N/A<br>LEI: 969500D9BIKJL7H9TB80       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1059714.70    | 0.00%             | 2028-02-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     110000000 | PA      | $16397787.91   | 0.01%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                                                         | IREN SPA                       | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2328723.54    | 0.00%             | 2032-07-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $1975326.06    | 0.00%             | 2031-09-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      50782000 | PA      | $54013117.93   | 0.04%             | 2028-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20250507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1604051.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2219448.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-30331617.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                       | ENMAX CORP                     | CUSIP: 293365AG7<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |       2557000 | PA      | $1866103.27    | 0.00%             | 2029-10-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |    9000000000 | PA      | $5657803.31    | 0.00%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                         | HONDA CANADA FIN               | CUSIP: 438121BA2<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |       1706000 | PA      | $1213381.05    | 0.00%             | 2026-09-28      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469TH8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       2090000 | PA      | $1548022.94    | 0.00%             | 2050-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: AU7731543<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $5991826.48    | 0.00%             | 2033-10-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       4131000 | PA      | $5351905.95    | 0.00%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     800000000 | PA      | $5357970.63    | 0.00%             | 2034-03-24      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7630816.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Repsol Europe Finance Sarl                                                       | REPSOL EUROPE                  | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |       2900000 | PA      | $2693845.26    | 0.00%             | 2033-07-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |       1475000 | PA      | $1887125.39    | 0.00%             | 2032-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |        857000 | PA      | $809958.49     | 0.00%             | 2032-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5763740.06    | 0.00%             | 2173-05-27      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HC4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       4000000 | PA      | $3149471.64    | 0.00%             | 2054-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BN2<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2291397.65    | 0.00%             | 2030-03-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      82443000 | PA      | $90029243.98   | 0.07%             | 2027-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1001256.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      10662000 | PA      | $10331963.55   | 0.01%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       7042000 | PA      | $4808995.09    | 0.00%             | 2050-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2486609.14    | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | TERASEN GAS INC                | CUSIP: 88100BAA7<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       4898000 | PA      | $4015355.24    | 0.00%             | 2038-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       1730000 | PA      | $1978108.58    | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $435481.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06369ZCH5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       2700000 | PA      | $2092173.32    | 0.00%             | 2032-10-27      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5714589.64    | 0.00%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      72534573 | PA      | $70362132.43   | 0.06%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16197650000 | PA      | $92066749.29   | 0.07%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3391300000 | PA      | $23557488.27   | 0.02%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCA4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       2575000 | PA      | $1869035.53    | 0.00%             | 2028-03-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |      16800000 | PA      | $18768502.50   | 0.01%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       5236000 | PA      | $4041130.82    | 0.00%             | 2039-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| University of Liverpool                                                          | UNI OF LIVERPOOL               | CUSIP: N/A<br>LEI: 213800FEIAW5YCVLG823       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $84483.41      | 0.00%             | 2055-06-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AS8<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1346605.98    | 0.00%             | 2031-08-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMP TOBACCO FIN                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |       3730000 | PA      | $4748026.10    | 0.00%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      52240000 | PA      | $14246411.67   | 0.01%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      15000000 | PA      | $17463078.14   | 0.01%             | 2032-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                            | BG ENERGY CAP                  | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |       3101000 | PA      | $3430015.59    | 0.00%             | 2029-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $2063155.69    | 0.00%             | 2029-06-08      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                               | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |       5300000 | PA      | $5884024.36    | 0.00%             | 2080-06-29      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1200000000 | PA      | $8860519.51    | 0.01%             | 2032-11-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAP6<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       3226000 | PA      | $2332660.79    | 0.00%             | 2032-04-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                            | MITSUI FUDOSAN                 | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3334307.95    | 0.00%             | 2033-09-12      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9339501.48    | 0.01%             | 2030-01-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| K+S AG                                                                           | K+S AG                         | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7002875.17    | 0.01%             | 2029-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAD8<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |        975000 | PA      | $823127.45     | 0.00%             | 2033-03-21      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |       1184000 | PA      | $1138523.66    | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $11558983.31   | 0.01%             | 2028-08-12      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      45500000 | PA      | $5695323.28    | 0.00%             | 2030-07-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Cordelio Amalco GP I                                                             | CORDELIO AMALCO                | CUSIP: 218493AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1251939 | PA      | $895869.22     | 0.00%             | 2034-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       7229000 | PA      | $6939534.21    | 0.01%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZAY5<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1772306.65    | 0.00%             | 2041-12-02      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3496126.67    | 0.00%             | 2030-06-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAV7<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       2400000 | PA      | $1754620.92    | 0.00%             | 2052-09-02      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAM5<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |        815000 | PA      | $450851.90     | 0.00%             | 2049-12-10      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $12116012.60   | 0.01%             | 2027-10-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                   | MONDELEZ INTL                  | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |       4637000 | PA      | $4718351.54    | 0.00%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1281157.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAC7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |        652000 | PA      | $520081.00     | 0.00%             | 2040-05-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5257852.77    | 0.00%             | 2028-08-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      30907000 | PA      | $20855391.65   | 0.02%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                     | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |        890000 | PA      | $522133.47     | 0.00%             | 2029-11-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       1475000 | PA      | $1860718.71    | 0.00%             | 2026-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                     | HYDE HOUSING                   | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |         54000 | PA      | $67575.15      | 0.00%             | 2040-07-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      74319000 | PA      | $61407325.16   | 0.05%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1866270000 | PA      | $93727000.07   | 0.07%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |       3500000 | PA      | $2428777.35    | 0.00%             | 2032-03-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |        235000 | PA      | $174875.69     | 0.00%             | 2042-06-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      44666557 | PA      | $50711529.31   | 0.04%             | 2033-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   94950000000 | PA      | $67813350.12   | 0.05%             | 2048-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10198757.15   | 0.01%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |       5000000 | PA      | $5861571.33    | 0.00%             | 2030-01-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJE4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      20450000 | PA      | $15215206.45   | 0.01%             | 2027-06-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     175603000 | PA      | $108216876.54  | 0.09%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CQ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       3200000 | PA      | $1953102.57    | 0.00%             | 2048-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAF3<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1055459.78    | 0.00%             | 2028-05-18      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 37482ZAC5<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       1311000 | PA      | $938844.99     | 0.00%             | 2027-07-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sirius Real Estate Ltd                                                           | SIRIUS REAL ESTA               | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | DBT              | CORP              | GG        |        100000 | PA      | $110437.64     | 0.00%             | 2026-06-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: 42246QAF5<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       5330000 | PA      | $3816266.08    | 0.00%             | 2033-01-13      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPER                | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       4181000 | PA      | $5537770.59    | 0.00%             | 2027-02-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   19481350000 | PA      | $109456001.76  | 0.09%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      14000000 | PA      | $15796683.24   | 0.01%             | 2032-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     337560000 | PA      | $50681644.68   | 0.04%             | 2026-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 458182EK4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       5400000 | PA      | $3997579.73    | 0.00%             | 2028-05-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |        502000 | PA      | $386514.49     | 0.00%             | 2046-09-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CG5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1305143.19    | 0.00%             | 2045-09-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  187925000000 | PA      | $12394314.88   | 0.01%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |       6700000 | PA      | $7825238.16    | 0.01%             | 2028-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |       1000000 | PA      | $996559.65     | 0.00%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       8545000 | PA      | $7786603.17    | 0.01%             | 2033-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       3100000 | PA      | $3467760.23    | 0.00%             | 2027-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       9369000 | PA      | $10045366.09   | 0.01%             | 2028-03-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                             | NORDEA KREDIT                  | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |         48617 | PA      | $7481.37       | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      21473000 | PA      | $24598081.20   | 0.02%             | 2029-09-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      21536000 | PA      | $24050171.59   | 0.02%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11171950000 | PA      | $50311577.42   | 0.04%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       8521000 | PA      | $10756017.66   | 0.01%             | 2028-06-09      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAD3<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |       5486000 | PA      | $3857158.21    | 0.00%             | 2029-06-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     140982000 | PA      | $119196788.19  | 0.09%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4782792.45    | 0.00%             | 2174-04-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1366481.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | DBT              | CORP              | US        |        940000 | PA      | $600664.36     | 0.00%             | 2026-06-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       8000000 | PA      | $9350375.56    | 0.01%             | 2029-12-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                  | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |       1491000 | PA      | $2010691.66    | 0.00%             | 2027-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAJ8<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       3500000 | PA      | $3669951.59    | 0.00%             | 2031-03-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     868300000 | PA      | $5777972.94    | 0.00%             | 2030-12-20      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-57279590.50  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                 | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     520000000 | PA      | $3522984.00    | 0.00%             | 2035-09-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       5795000 | PA      | $3570519.19    | 0.00%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       1850000 | PA      | $1934221.59    | 0.00%             | 2030-02-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      12000000 | PA      | $7885929.29    | 0.01%             | 2029-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: N/A<br>LEI: YMEGZFW4SBUSS5BQXF88       | Long             | DBT              | CORP              | US        |       1274000 | PA      | $1276870.63    | 0.00%             | 2034-03-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6079600000 | PA      | $40670682.86   | 0.03%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   55000000000 | PA      | $39102256.77   | 0.03%             | 2028-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                      | INVESTOR AB                    | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |       4500000 | PA      | $3703341.12    | 0.00%             | 2035-10-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                                            | IA FINANCIAL COR               | CUSIP: 45075EAA2<br>LEI: 549300ZXLJVHQAIXV215 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $1062799.85    | 0.00%             | 2031-09-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       2350000 | PA      | $2895246.79    | 0.00%             | 2036-03-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                           | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |       2141000 | PA      | $1367450.77    | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: ZS7766299<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      13300000 | PA      | $14112880.99   | 0.01%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       6100000 | PA      | $6436651.31    | 0.01%             | 2030-01-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7000439.91    | 0.01%             | 2026-08-11      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |       7314000 | PA      | $6780388.02    | 0.01%             | 2038-11-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: BVN1ANDT5<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |      10000000 | PA      | $73758.51      | 0.00%             | 2031-06-27      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Terega SA                                                                        | TEREGA SA                      | CUSIP: N/A<br>LEI: 969500Y0L922VYT3UI51       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2481838.42    | 0.00%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   34400000000 | PA      | $21966554.99   | 0.02%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       1815000 | PA      | $1672276.37    | 0.00%             | 2049-10-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BULGARIA REP                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |       1455000 | PA      | $1647379.06    | 0.00%             | 2027-03-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAQ4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       6000000 | PA      | $4426871.90    | 0.00%             | 2027-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |       3776000 | PA      | $4031220.05    | 0.00%             | 2081-09-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       9508000 | PA      | $9198165.93    | 0.01%             | 2032-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: AL0887862<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       6953000 | PA      | $7696209.30    | 0.01%             | 2026-11-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      11000000 | PA      | $4792583.79    | 0.00%             | 2070-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |       3459000 | PA      | $3789154.95    | 0.00%             | 2027-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1699170000 | PA      | $78165025.90   | 0.06%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       8081000 | PA      | $5136736.92    | 0.00%             | 2026-10-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |      11200000 | PA      | $12903355.30   | 0.01%             | 2029-09-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 391906AH7<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       5109000 | PA      | $3549541.31    | 0.00%             | 2028-05-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       1500000 | PA      | $1786908.78    | 0.00%             | 2032-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: QZ9977062<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       4500000 | PA      | $4053813.17    | 0.00%             | 2036-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      80136000 | PA      | $89292501.36   | 0.07%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       2900000 | PA      | $3239284.25    | 0.00%             | 2026-12-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3079505.71    | 0.00%             | 2030-11-29      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       9000000 | PA      | $10013253.33   | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| City of Yokohama Japan                                                           | YOKOHAMA CITY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1500000000 | PA      | $10065754.30   | 0.01%             | 2029-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      55000000 | PA      | $61379329.33   | 0.05%             | 2034-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      81460000 | PA      | $23561720.54   | 0.02%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      25500000 | PA      | $26529724.75   | 0.02%             | 2032-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |       6500000 | PA      | $7181942.99    | 0.01%             | 2028-04-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank Corporate Markets PLC                                                | LLOYDS BANK                    | CUSIP: N/A<br>LEI: 213800MBWEIJDM5CU638       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5848411.01    | 0.00%             | 2027-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  115000000000 | PA      | $86366205.42   | 0.07%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     311753000 | PA      | $44636992.31   | 0.04%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      16500000 | PA      | $18915827.56   | 0.01%             | 2032-08-23      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |       3300000 | PA      | $3811771.80    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       3000000 | PA      | $2776858.24    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2730382.43    | 0.00%             | 2027-09-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |       4900000 | PA      | $6878993.25    | 0.01%             | 2038-07-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |       3132000 | PA      | $2846111.05    | 0.00%             | 2037-03-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                             | VOLKSWAGEN BANK                | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |       2700000 | PA      | $3054203.77    | 0.00%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11219450000 | PA      | $48404472.23   | 0.04%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3416219.25    | 0.00%             | 2029-05-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     150000000 | PA      | $30588554.49   | 0.02%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13125200000 | PA      | $59477140.31   | 0.05%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  710361000000 | PA      | $42193226.73   | 0.03%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                                                         | GLOBAL SWITCH                  | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |       2800000 | PA      | $2983417.61    | 0.00%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Funding PLC                                                         | METROPOLITAN FNG               | CUSIP: N/A<br>LEI: 213800LCRSEF1I4UB827       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $997933.37     | 0.00%             | 2048-04-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-146672671.01 | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: EG4262457<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5948707.36    | 0.00%             | 2027-05-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      25000000 | PA      | $28337910.05   | 0.02%             | 2032-09-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2122438.85    | 0.00%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Amplius Living                                                                   | AMPLIUS LIVING                 | CUSIP: AS4423412<br>LEI: 213800MK4P25WMPIZR12 | Long             | DBT              | CORP              | GB        |       2603000 | PA      | $2377771.44    | 0.00%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     119000000 | PA      | $822877.09     | 0.00%             | 2027-07-23      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BW3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       3077000 | PA      | $4171112.34    | 0.00%             | 2031-12-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6261491.49    | 0.00%             | 2028-01-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      17500000 | PA      | $11378621.83   | 0.01%             | 2036-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       6000000 | PA      | $6868074.35    | 0.01%             | 2036-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       6110000 | PA      | $6386487.97    | 0.01%             | 2031-07-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |       2590000 | PA      | $3120220.38    | 0.00%             | 2063-12-19      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                        | NATURGY FIN IBER               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |       3200000 | PA      | $3322113.67    | 0.00%             | 2029-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                     | HYDE HOUSING                   | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |       4920000 | PA      | $2637687.72    | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                          | MANULIFE BK CAN                | CUSIP: 565018DG0<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |       1504000 | PA      | $1069978.06    | 0.00%             | 2026-09-14      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      75899000 | PA      | $19294361.73   | 0.02%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      16505000 | PA      | $11376864.41   | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FINANCE                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       8000000 | PA      | $8261074.01    | 0.01%             | 2029-03-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709FJ6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       3000000 | PA      | $2463398.45    | 0.00%             | 2035-06-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      53829000 | PA      | $37363382.05   | 0.03%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| University College London                                                        | UNIVERSITY COLLE               | CUSIP: N/A<br>LEI: 549300LJ07V1C502IZ32       | Long             | DBT              | CORP              | GB        |       2200000 | PA      | $1105220.03    | 0.00%             | 2061-06-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |       3200000 | PA      | $384754.16     | 0.00%             | 2032-03-02      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       5200000 | PA      | $4586927.95    | 0.00%             | 2036-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      63176000 | PA      | $15706193.41   | 0.01%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117F7H6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       6850000 | PA      | $5217252.87    | 0.00%             | 2027-10-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-103496104.99 | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      12348000 | PA      | $13476469.69   | 0.01%             | 2027-07-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      22000000 | PA      | $21209002.99   | 0.02%             | 2031-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |       5700000 | PA      | $6369971.76    | 0.01%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $7799380.56    | 0.01%             | 2027-04-08      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24796419.64  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2764728.21    | 0.00%             | 2027-12-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $283859.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       3948000 | PA      | $3967348.45    | 0.00%             | 2033-05-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                              | GENWORTH MI CAN                | CUSIP: 37252BAD4<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |        908000 | PA      | $651962.31     | 0.00%             | 2027-03-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      16589000 | PA      | $18419501.34   | 0.01%             | 2027-01-22      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       8600000 | PA      | $8942637.41    | 0.01%             | 2029-01-21      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: EJ7591906<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |        125000 | PA      | $164617.20     | 0.00%             | 2026-07-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: EJ3740549<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       2300000 | PA      | $3019634.47    | 0.00%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      35242000 | PA      | $28987245.20   | 0.02%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAZ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      11100000 | PA      | $8241374.79    | 0.01%             | 2028-09-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1969281.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      10432000 | PA      | $6216094.23    | 0.00%             | 2051-10-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      18025000 | PA      | $5159715.26    | 0.00%             | 2026-08-12      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     173110000 | PA      | $128318132.82  | 0.10%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                    | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |       7299000 | PA      | $7805380.33    | 0.01%             | 2028-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7240600000 | PA      | $49301381.12   | 0.04%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      87560000 | PA      | $96745364.18   | 0.08%             | 2027-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |      12000000 | PA      | $13331498.12   | 0.01%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12475276.90  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BX1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       4614000 | PA      | $6026649.95    | 0.00%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  500000000000 | PA      | $30444228.92   | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4445277.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23499134.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |       6900000 | PA      | $7317099.78    | 0.01%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $2916358.50    | 0.00%             | 2035-01-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Oberoesterreich AG                                          | RAIFF LB OBEROST               | CUSIP: N/A<br>LEI: I6SS27Q1Q3385V753S50       | Long             | DBT              | CORP              | AT        |       8000000 | PA      | $9355218.19    | 0.01%             | 2027-12-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIASONERA AB                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       1100000 | PA      | $1067642.59    | 0.00%             | 2035-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| John Deere Cash Management SARL                                                  | JOHN DEERE CASH                | CUSIP: N/A<br>LEI: 54930045CRYTH0OUOH72       | Long             | DBT              | CORP              | LU        |      10913000 | PA      | $11800975.25   | 0.01%             | 2032-04-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     254165000 | PA      | $296615581.41  | 0.23%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-32444.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       2900000 | PA      | $2862202.68    | 0.00%             | 2036-04-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     542457000 | PA      | $46340075.16   | 0.04%             | 2030-08-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $75374.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      22235000 | PA      | $14075348.03   | 0.01%             | 2050-01-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBV4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       3100000 | PA      | $2098068.80    | 0.00%             | 2031-11-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       4913000 | PA      | $5055320.93    | 0.00%             | 2032-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      10985000 | PA      | $10781237.24   | 0.01%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 060505GF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       9098000 | PA      | $6635129.30    | 0.01%             | 2028-03-16      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-883669.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11488400000 | PA      | $80185544.82   | 0.06%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      11140000 | PA      | $7998495.76    | 0.01%             | 2032-05-03      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       3700000 | PA      | $3502602.03    | 0.00%             | 2038-10-11      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                            | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $5874564.12    | 0.00%             | 2031-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      40914000 | PA      | $26041351.44   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-54272.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      10000000 | PA      | $10783139.56   | 0.01%             | 2029-03-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                        | SAMPO OYJ                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |      17673000 | PA      | $18010141.39   | 0.01%             | 2052-09-03      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |       7033000 | PA      | $7440107.85    | 0.01%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      48452000 | PA      | $38022800.67   | 0.03%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      36740000 | PA      | $3693076.44    | 0.00%             | 2028-05-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE                 | CUSIP: 45833VAJ8<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       3057000 | PA      | $2433789.10    | 0.00%             | 2034-02-09      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      19600000 | PA      | $14661526.24   | 0.01%             | 2041-10-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27544668.44  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bridging North America GP                                                        | BRIDGING NA GP                 | CUSIP: 108780AB3<br>LEI: 5493009WN5XYV6UQLC09 | Long             | DBT              | CORP              | CA        |        615000 | PA      | $381976.21     | 0.00%             | 2053-08-31      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |       7000000 | PA      | $6849162.77    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAL0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2330354.34    | 0.00%             | 2028-10-06      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     100571257 | PA      | $104604315.11  | 0.08%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317BC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       2800000 | PA      | $2129793.82    | 0.00%             | 2034-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1543669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       4500000 | PA      | $2341444.32    | 0.00%             | 2051-01-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     105285000 | PA      | $26173104.37   | 0.02%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       3900000 | PA      | $3991462.97    | 0.00%             | 2032-05-21      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Broadgate Financing PLC                                                          | BROADGATE FINANC               | CUSIP: N/A<br>LEI: 213800FFPA11956QDF26       | Long             | DBT              | CORP              | GB        |       2789600 | PA      | $3679269.88    | 0.00%             | 2033-10-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Yorkshire PLC                                                 | NORTHERN PWRGRID               | CUSIP: ED9245900<br>LEI: 213800VZL2QT3Q7NOP46 | Long             | DBT              | CORP              | GB        |        742000 | PA      | $958808.71     | 0.00%             | 2035-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                     | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |       2000000 | PA      | $1330993.66    | 0.00%             | 2031-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      17000000 | PA      | $20588756.01   | 0.02%             | 2032-11-16      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $17791896.49   | 0.01%             | 2034-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: AR7645518<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      10755000 | PA      | $11735081.30   | 0.01%             | 2028-03-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       3623000 | PA      | $3975164.39    | 0.00%             | 2031-02-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7039182.58    | 0.01%             | 2027-07-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5757624.93    | 0.00%             | 2034-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      17700000 | PA      | $21129055.30   | 0.02%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      23000000 | PA      | $26308764.52   | 0.02%             | 2031-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SE                    | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3256844.94    | 0.00%             | 2030-02-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sagax Euro Mtn NL BV                                                             | SAGAX EURO MTN                 | CUSIP: N/A<br>LEI: 549300M3FFATWSV78G84       | Long             | DBT              | CORP              | NL        |        100000 | PA      | $103073.49     | 0.00%             | 2029-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       6200000 | PA      | $6502003.20    | 0.01%             | 2028-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |       7314000 | PA      | $7545268.75    | 0.01%             | 2030-01-14      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: ZS7516140<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $5199224.77    | 0.00%             | 2031-05-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                          | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5080999.94    | 0.00%             | 2033-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Newfoundland & Labrador Hydro                                                    | NFLAB HYDRO                    | CUSIP: 651329BE3<br>LEI: 54930010KSPD8P06YF46 | Long             | DBT              | NUSS              | CA        |       1771000 | PA      | $1101460.26    | 0.00%             | 2045-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                       | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1140708.19    | 0.00%             | 2031-06-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      16759000 | PA      | $17704983.81   | 0.01%             | 2028-01-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      15400000 | PA      | $17027990.13   | 0.01%             | 2029-04-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     122558000 | PA      | $87800015.89   | 0.07%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FD0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       2600000 | PA      | $1819143.77    | 0.00%             | 2028-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      22796315 | PA      | $18062360.02   | 0.01%             | 2042-04-11      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                  | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |       5072000 | PA      | $7182183.20    | 0.01%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      40500000 | PA      | $25543473.21   | 0.02%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      70256000 | PA      | $73467080.01   | 0.06%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     234508314 | PA      | $131107279.86  | 0.10%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercialys SA                                                                     | MERCIALYS                      | CUSIP: N/A<br>LEI: 969500081CGAXB7YS433       | Long             | DBT              | CORP              | FR        |       1600000 | PA      | $1753414.60    | 0.00%             | 2029-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOILHYDRO                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |       4302000 | PA      | $6056698.01    | 0.00%             | 2028-11-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ISS Global A/S                                                                   | ISS GLOBAL A/S                 | CUSIP: N/A<br>LEI: 213800W6DPUGWBGTD766       | Long             | DBT              | CORP              | DK        |       9771000 | PA      | $10782457.32   | 0.01%             | 2027-08-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     203023000 | PA      | $137119313.12  | 0.11%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      12500000 | PA      | $14517898.47   | 0.01%             | 2029-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |       2155000 | PA      | $2723766.40    | 0.00%             | 2029-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      12900000 | PA      | $11708574.27   | 0.01%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      11900000 | PA      | $13147443.55   | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAP0<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |        528000 | PA      | $296965.34     | 0.00%             | 2049-07-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      45542000 | PA      | $49426439.36   | 0.04%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                           | EDP SA                         | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |       8200000 | PA      | $9165421.44    | 0.01%             | 2027-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1806140000 | PA      | $86951312.44   | 0.07%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |      18590000 | PA      | $21193424.28   | 0.02%             | 2035-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBP0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1421653.27    | 0.00%             | 2033-06-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2518386.62    | 0.00%             | 2030-02-12      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                    | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      11400000 | PA      | $12003180.57   | 0.01%             | 2030-04-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Dell Bank International DAC                                                      | DELL BANK INTERN               | CUSIP: N/A<br>LEI: 9P9HXM53DT5S724JQ665       | Long             | DBT              | CORP              | IE        |      12500000 | PA      | $13749303.30   | 0.01%             | 2026-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1198060.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       2046000 | PA      | $1222727.06    | 0.00%             | 2039-10-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |       4501000 | PA      | $4357788.05    | 0.00%             | 2035-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      20400000 | PA      | $20764812.21   | 0.02%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       8100000 | PA      | $11131600.60   | 0.01%             | 2030-12-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                     | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |       8000000 | PA      | $9388627.31    | 0.01%             | 2027-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117F7G8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      10396000 | PA      | $7700057.64    | 0.01%             | 2027-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                              | SAGEN MI CANADA                | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |       1800000 | PA      | $1203107.94    | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $5712624.88    | 0.00%             | 2051-06-18      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      33963000 | PA      | $33916845.39   | 0.03%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2338766.13    | 0.00%             | 2028-12-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-26868191.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      12190000 | PA      | $12081290.65   | 0.01%             | 2030-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2766752.59    | 0.00%             | 2031-06-30      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| H&R Real Estate Investment Trust                                                 | H&R REAL ESTATE                | CUSIP: 403925BC3<br>LEI: 549300TGNP6B6GUVGW10 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1765934.45    | 0.00%             | 2026-06-02      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Veren Inc                                                                        | VEREN INC                      | CUSIP: 92340VAC1<br>LEI: 549300FTKUHZK8OC7N74 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2245845.79    | 0.00%             | 2034-06-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 55 Ontario School Board Trust/The                                                | 55 SCHOOL BRD TR               | CUSIP: 31680PAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       2520000 | PA      | $2081950.30    | 0.00%             | 2033-06-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBS8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1567000 | PA      | $1028265.94    | 0.00%             | 2046-02-23      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      75013000 | PA      | $33618189.06   | 0.03%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-26756736.24  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       4000000 | PA      | $2447839.80    | 0.00%             | 2028-02-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |        110000 | PA      | $69252.21      | 0.00%             | 2028-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6498300000 | PA      | $42983963.87   | 0.03%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4707159.28    | 0.00%             | 2029-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6356900000 | PA      | $46961627.65   | 0.04%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      65669000 | PA      | $33495048.14   | 0.03%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       3500000 | PA      | $3918520.35    | 0.00%             | 2028-04-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       7533000 | PA      | $6838482.26    | 0.01%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Criteria Caixa SA                                                                | CRITERIA CAIXA                 | CUSIP: N/A<br>LEI: 959800DQQUAMV0K08004       | Long             | DBT              | CORP              | ES        |       3300000 | PA      | $3576313.49    | 0.00%             | 2027-10-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAP6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2195325.62    | 0.00%             | 2055-03-13      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $4980046.46    | 0.00%             | 2030-01-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     750000000 | PA      | $5100002.10    | 0.00%             | 2033-11-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |       1100000 | PA      | $1196224.35    | 0.00%             | 2028-11-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       5000000 | PA      | $5847503.59    | 0.00%             | 2028-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                              | EDP SERVICIOS                  | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |      25000000 | PA      | $30200840.24   | 0.02%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       3771000 | PA      | $3539413.86    | 0.00%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAY2<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |        850000 | PA      | $662360.99     | 0.00%             | 2034-02-28      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2830158.24    | 0.00%             | 2033-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |       3000000 | PA      | $2985443.32    | 0.00%             | 2030-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $109946.88     | 0.00%             | 2027-01-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3542000 | PA      | $3342237.71    | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       1800000 | PA      | $1961839.30    | 0.00%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |       4408000 | PA      | $4236595.50    | 0.00%             | 2035-03-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     128925000 | PA      | $32560625.52   | 0.03%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       3400000 | PA      | $2470842.35    | 0.00%             | 2033-06-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      40895000 | PA      | $55883863.69   | 0.04%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |       5300000 | PA      | $6297332.13    | 0.00%             | 2031-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $113383.34     | 0.00%             | 2026-06-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hypo Vorarlberg Bank AG                                                          | HYPO VORARLBERG                | CUSIP: N/A<br>LEI: NS54DT27LJMDYN1YFP35       | Long             | DBT              | CORP              | AT        |       5000000 | PA      | $5770339.48    | 0.00%             | 2027-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |      15500000 | PA      | $17842783.06   | 0.01%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      24000000 | PA      | $27697632.23   | 0.02%             | 2027-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2264202.04    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5308975.35    | 0.00%             | 2028-02-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Northern Courier Pipeline LP                                                     | NORTHERN COUR                  | CUSIP: 66509CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1182328 | PA      | $804826.69     | 0.00%             | 2042-06-30      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   19550050000 | PA      | $67594851.64   | 0.05%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2942441.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957EAD3<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1124553.68    | 0.00%             | 2054-05-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       3535000 | PA      | $3702316.50    | 0.00%             | 2029-05-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAD8<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       2501000 | PA      | $1861037.17    | 0.00%             | 2040-11-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBB6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |        822000 | PA      | $933534.86     | 0.00%             | 2026-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2397576.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       6097000 | PA      | $5216344.33    | 0.00%             | 2039-05-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3686451.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       7302000 | PA      | $7869481.68    | 0.01%             | 2030-05-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      67998000 | PA      | $42857627.22   | 0.03%             | 2054-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     180000000 | PA      | $18220730.23   | 0.01%             | 2026-12-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     108000000 | PA      | $65664535.17   | 0.05%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAL1<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       2356000 | PA      | $1636053.16    | 0.00%             | 2029-07-09      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      17899000 | PA      | $15304634.62   | 0.01%             | 2049-05-23      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4080683.88    | 0.00%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       7500000 | PA      | $10621512.32   | 0.01%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       1906000 | PA      | $2142248.57    | 0.00%             | 2026-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      34000000 | PA      | $33393778.38   | 0.03%             | 2030-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4568669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |       8520000 | PA      | $4790778.30    | 0.00%             | 2030-12-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     780000000 | PA      | $5293843.31    | 0.00%             | 2029-02-22      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | SCENTRE GRP TRST               | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |       6500000 | PA      | $4251549.88    | 0.00%             | 2034-11-27      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                           | SES                            | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       1810000 | PA      | $1935695.42    | 0.00%             | 2027-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| University of Technology Sydney                                                  | UNI OF TECH/SYD                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |         80000 | PA      | $50857.72      | 0.00%             | 2027-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       1100000 | PA      | $701913.23     | 0.00%             | 2028-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     133996000 | PA      | $97730768.92   | 0.08%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       7369000 | PA      | $7134760.82    | 0.01%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 49327ZAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1812000 | PA      | $1363089.69    | 0.00%             | 2032-03-28      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CST5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $2951133.90    | 0.00%             | 2030-10-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      18000000 | PA      | $24938435.36   | 0.02%             | 2031-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |       5000000 | PA      | $5858283.23    | 0.00%             | 2031-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5888295.28    | 0.00%             | 2032-02-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Cardiff University                                                               | CARDIFF UNI                    | CUSIP: N/A<br>LEI: 549300OORZW54UVPSL54       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $775749.22     | 0.00%             | 2055-12-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9091244.99    | 0.01%             | 2036-11-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9465300000 | PA      | $66871728.84   | 0.05%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     356177000 | PA      | $417749898.12  | 0.33%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1515671.26    | 0.00%             | 2031-06-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nerval SAS                                                                       | NERVAL SAS                     | CUSIP: N/A<br>LEI: 969500J6JIKQCN6GP325       | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3303912.33    | 0.00%             | 2032-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      17645000 | PA      | $14278709.66   | 0.01%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      35555000 | PA      | $41135690.90   | 0.03%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAH8<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $1126321.57    | 0.00%             | 2038-04-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       9047000 | PA      | $9818172.22    | 0.01%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      54230800 | PA      | $28939308.82   | 0.02%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $12182750.45   | 0.01%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       6800000 | PA      | $7698113.60    | 0.01%             | 2032-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      15800000 | PA      | $17446575.47   | 0.01%             | 2027-02-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      12696000 | PA      | $8032893.66    | 0.01%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     138944000 | PA      | $162716494.88  | 0.13%             | 2028-10-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7129489.57    | 0.01%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      60000000 | PA      | $70028969.25   | 0.06%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       7269000 | PA      | $7257031.71    | 0.01%             | 2030-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1750000000 | PA      | $11734058.43   | 0.01%             | 2034-04-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      22026000 | PA      | $23893851.73   | 0.02%             | 2038-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      15455000 | PA      | $18000053.91   | 0.01%             | 2038-09-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      11500000 | PA      | $12593735.62   | 0.01%             | 2027-01-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      50000000 | PA      | $9360447.63    | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kerry Group Financial Services Unltd Co                                          | KERRY GROUP FIN                | CUSIP: N/A<br>LEI: 635400SE9OHFJ8SLDG45       | Long             | DBT              | CORP              | IE        |       7000000 | PA      | $7952915.56    | 0.01%             | 2033-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |       6900000 | PA      | $7309555.13    | 0.01%             | 2029-03-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7117350000 | PA      | $52505887.63   | 0.04%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      17725000 | PA      | $19405494.47   | 0.02%             | 2028-01-14      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       4600000 | PA      | $4789630.29    | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     206590000 | PA      | $13535395.06   | 0.01%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      13940000 | PA      | $15652044.85   | 0.01%             | 2027-12-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1330330.80    | 0.00%             | 2026-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      18276000 | PA      | $14860882.95   | 0.01%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7629562.98    | 0.01%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8303537.67    | 0.01%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAH1<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1782375.71    | 0.00%             | 2027-12-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3214200.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | AKER BP ASA                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |       8200000 | PA      | $8559008.30    | 0.01%             | 2029-05-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  190000000000 | PA      | $133773900.81  | 0.11%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     682650000 | PA      | $5002792.74    | 0.00%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |        977000 | PA      | $657399.12     | 0.00%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $4455135.90    | 0.00%             | 2032-05-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                       | FIRST CAP REAL E               | CUSIP: 31890BAC7<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1518148.56    | 0.00%             | 2032-06-12      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: AX3104962<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      12315000 | PA      | $14876797.53   | 0.01%             | 2029-04-09      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3267266.51    | 0.00%             | 2034-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      14425000 | PA      | $18165523.40   | 0.01%             | 2027-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      61350000 | PA      | $17213833.24   | 0.01%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     700000000 | PA      | $4814231.15    | 0.00%             | 2028-05-25      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       2000000 | PA      | $2336936.70    | 0.00%             | 2028-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $2997964.27    | 0.00%             | 2032-03-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      13500000 | PA      | $14470775.18   | 0.01%             | 2029-02-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368L5G7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       7500000 | PA      | $5629539.93    | 0.00%             | 2029-07-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      10700000 | PA      | $12442232.96   | 0.01%             | 2030-04-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        150000 | PA      | $94419.45      | 0.00%             | 2043-02-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  330525000000 | PA      | $20381409.97   | 0.02%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     330000000 | PA      | $45831492.12   | 0.04%             | 2026-08-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       3579000 | PA      | $4902222.53    | 0.00%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                                                     | SK HYNIX INC                   | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    4940000000 | PA      | $3643430.19    | 0.00%             | 2028-02-14      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |       3200000 | PA      | $3223923.27    | 0.00%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $3911146.31    | 0.00%             | 2027-06-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      41212000 | PA      | $20659066.86   | 0.02%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |       4075000 | PA      | $4527038.24    | 0.00%             | 2049-05-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |      70000000 | PA      | $9794538.06    | 0.01%             | 2026-05-14      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                          | AUSGRID FINANCE                | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |        990000 | PA      | $608033.81     | 0.00%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       6339000 | PA      | $6982309.45    | 0.01%             | 2027-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                           | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |       8293000 | PA      | $9292350.23    | 0.01%             | 2026-05-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     241600000 | PA      | $1665541.03    | 0.00%             | 2027-06-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                       | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |       4000000 | PA      | $4841173.68    | 0.00%             | 2033-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3545807.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $9230280.96    | 0.01%             | 2035-03-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1198060.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      29000000 | PA      | $32390500.14   | 0.03%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                    | VIDEOTRON LTD                  | CUSIP: 92660FAS3<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |       3333000 | PA      | $2494023.99    | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      27236000 | PA      | $20497380.24   | 0.02%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      16767000 | PA      | $18435323.42   | 0.01%             | 2026-11-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8491113.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       2255000 | PA      | $1605276.69    | 0.00%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     707050000 | PA      | $5467933.44    | 0.00%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KP2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       7585000 | PA      | $5198972.25    | 0.00%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      26500000 | PA      | $29243096.69   | 0.02%             | 2027-03-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      20500000 | PA      | $22776735.05   | 0.02%             | 2027-04-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |       4913000 | PA      | $5459759.36    | 0.00%             | 2026-05-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  674148000000 | PA      | $44523077.19   | 0.04%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      14488000 | PA      | $17606944.98   | 0.01%             | 2028-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |      13000000 | PA      | $15463702.79   | 0.01%             | 2030-06-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   15000000000 | PA      | $11630664.44   | 0.01%             | 2074-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Crelan Home Loan SCF                                                             | CRELAN HOME LOAN               | CUSIP: N/A<br>LEI: CVRWQDHDBEPUUVU2FD09       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $7729415.53    | 0.01%             | 2033-04-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                          | AURIZON NETWORK                | CUSIP: LW0777554<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |       8081000 | PA      | $9216804.13    | 0.01%             | 2026-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |       6300000 | PA      | $7661087.16    | 0.01%             | 2029-02-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Zurich Insurance Co Ltd                              | ARGENTUM NET                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      17657000 | PA      | $20146035.14   | 0.02%             | 2046-10-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |        100000 | PA      | $109934.90     | 0.00%             | 2027-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $2618581.06    | 0.00%             | 2027-11-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       2500000 | PA      | $2844097.68    | 0.00%             | 2029-05-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Switch Holdings Ltd                                                       | SWITCH HOLDINGS                | CUSIP: N/A<br>LEI: 635400NTV7KC9RQ3ZL20       | Long             | DBT              | CORP              | VG        |        100000 | PA      | $112408.89     | 0.00%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-343325.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       2232000 | PA      | $1417099.81    | 0.00%             | 2046-12-03      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       8078000 | PA      | $7746387.49    | 0.01%             | 2035-10-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                     | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |       4169000 | PA      | $4384070.73    | 0.00%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      12020000 | PA      | $7272069.28    | 0.01%             | 2027-11-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: BVN110671<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       1414000 | PA      | $1769112.33    | 0.00%             | 2040-07-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      10079000 | PA      | $11169038.81   | 0.01%             | 2027-04-05      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $4138676.88    | 0.00%             | 2027-06-18      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DA6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       8370000 | PA      | $6665164.09    | 0.01%             | 2033-09-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      19140000 | PA      | $14158746.28   | 0.01%             | 2035-10-17      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |       2500000 | PA      | $2875767.93    | 0.00%             | 2034-02-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086ZE7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4467904.40    | 0.00%             | 2026-06-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AN8<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      10890000 | PA      | $12090652.45   | 0.01%             | 2026-11-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13302000000 | PA      | $91433554.93   | 0.07%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-471133.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-828723.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      25059000 | PA      | $24757325.33   | 0.02%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bausparkasse Schwaebisch Hall AG                                                 | BAUSPARK SCHWAEB               | CUSIP: N/A<br>LEI: 529900JZXXU699FCKK89       | Long             | DBT              | CORP              | DE        |      23100000 | PA      | $24334991.62   | 0.02%             | 2034-05-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                              | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |       2457000 | PA      | $2762892.99    | 0.00%             | 2026-11-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8369843.97    | 0.01%             | 2032-09-26      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      14500000 | PA      | $10418373.06   | 0.01%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |       2700000 | PA      | $2825844.25    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-15991412.17  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     537750000 | PA      | $19059242.60   | 0.02%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBN5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       1054000 | PA      | $758664.78     | 0.00%             | 2027-05-04      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AB2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       9175000 | PA      | $8949652.89    | 0.01%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-15639405.17  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $8250539.74    | 0.01%             | 2034-10-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      17800000 | PA      | $19604306.58   | 0.02%             | 2028-03-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                             | EXPERIAN FINANCE               | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |       3128000 | PA      | $3750666.91    | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1200000000 | PA      | $9145544.27    | 0.01%             | 2032-05-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                        | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |       4005000 | PA      | $4164486.04    | 0.00%             | 2029-01-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   24585000000 | PA      | $26544288.63   | 0.02%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5811528.79    | 0.00%             | 2035-01-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      50000000 | PA      | $359496.96     | 0.00%             | 2027-04-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: AU4570282<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       2700000 | PA      | $2768412.64    | 0.00%             | 2033-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      48000000 | PA      | $55800208.67   | 0.04%             | 2028-01-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CR1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1347000 | PA      | $979671.26     | 0.00%             | 2028-07-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $5902284.65    | 0.00%             | 2033-02-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      14628000 | PA      | $14750407.50   | 0.01%             | 2033-04-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3268732.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      23000000 | PA      | $21876221.01   | 0.02%             | 2034-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      13952000 | PA      | $15407660.89   | 0.01%             | 2027-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       2439000 | PA      | $1986903.77    | 0.00%             | 2047-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |       4876000 | PA      | $6203787.83    | 0.00%             | 2026-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      16000000 | PA      | $17354675.33   | 0.01%             | 2027-02-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                          | MANULIFE BK CAN                | CUSIP: 565018DH8<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |       6782000 | PA      | $4900208.02    | 0.00%             | 2027-02-16      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SA2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       3112000 | PA      | $2228322.47    | 0.00%             | 2027-02-13      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      15000000 | PA      | $20682465.62   | 0.02%             | 2038-04-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      10790000 | PA      | $6768506.78    | 0.01%             | 2029-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAM3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       2071000 | PA      | $1502964.18    | 0.00%             | 2029-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       4665000 | PA      | $6383961.64    | 0.01%             | 2034-10-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: EC3941787<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       4876000 | PA      | $6871934.54    | 0.01%             | 2032-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Knab NV                                                                          | KNAB NV                        | CUSIP: N/A<br>LEI: 549300772D1G8JPIUR96       | Long             | DBT              | CORP              | NL        |       1300000 | PA      | $1425728.71    | 0.00%             | 2059-06-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      38873000 | PA      | $31548047.24   | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      22000000 | PA      | $12707056.84   | 0.01%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      14627000 | PA      | $16853099.26   | 0.01%             | 2030-09-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |       2200000 | PA      | $2465176.90    | 0.00%             | 2049-05-26      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      25800000 | PA      | $25142076.31   | 0.02%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      47576000 | PA      | $11860356.10   | 0.01%             | 2033-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: EH6872624<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |        400000 | PA      | $575776.35     | 0.00%             | 2039-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |        498000 | PA      | $755626.58     | 0.00%             | 2030-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     395249000 | PA      | $532318529.40  | 0.42%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      14200000 | PA      | $11450131.79   | 0.01%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAE6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $614241.84     | 0.00%             | 2053-05-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                            | GILDAN ACTIVEWEA               | CUSIP: 375916AA1<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |       5800000 | PA      | $4281040.75    | 0.00%             | 2029-11-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R97<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     108520000 | PA      | $80180898.59   | 0.06%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      26737000 | PA      | $29236023.20   | 0.02%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DP4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1960000 | PA      | $1157411.99    | 0.00%             | 2046-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                        | SEVEN & I HOLDIN               | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3331579.24    | 0.00%             | 2033-11-02      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     251570000 | PA      | $11531598.73   | 0.01%             | 2057-11-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28715203.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       5550000 | PA      | $6350446.93    | 0.01%             | 2043-03-10      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $13448691.02   | 0.01%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     250000000 | PA      | $1644679.15    | 0.00%             | 2032-08-25      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       1547000 | PA      | $1746416.94    | 0.00%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $22645568.46   | 0.02%             | 2028-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBT2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |        681000 | PA      | $490030.23     | 0.00%             | 2030-03-06      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      71697640 | PA      | $81481532.50   | 0.06%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                            | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |      14038000 | PA      | $16193100.15   | 0.01%             | 2033-10-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Cash Management SARL                                                  | JOHN DEERE CASH                | CUSIP: N/A<br>LEI: 54930045CRYTH0OUOH72       | Long             | DBT              | CORP              | LU        |       2457000 | PA      | $2176483.11    | 0.00%             | 2039-06-13      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |       9941000 | PA      | $11733542.05   | 0.01%             | 2031-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                               | LABRADOR-ISLAND                | CUSIP: 505443AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       3339000 | PA      | $2232162.67    | 0.00%             | 2053-12-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10650481.74   | 0.01%             | 2032-11-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                | INTERCONT                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2533344.71    | 0.00%             | 2028-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       5300000 | PA      | $4455378.75    | 0.00%             | 2041-06-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746SZ5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       8596000 | PA      | $6158247.11    | 0.00%             | 2027-02-18      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      11992000 | PA      | $13443148.71   | 0.01%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      16789000 | PA      | $18106778.14   | 0.01%             | 2028-08-24      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     217737000 | PA      | $5939751.29    | 0.00%             | 2071-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: N/A<br>LEI: 549300ORP3TTCNXSYO43       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5548196.56    | 0.00%             | 2026-11-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     100973000 | PA      | $76948515.94   | 0.06%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      27000000 | PA      | $29730177.10   | 0.02%             | 2027-02-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                         | UNITED OVERSEAS                | CUSIP: AZ5939162<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       1500000 | PA      | $1148191.14    | 0.00%             | 2174-01-17      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                              | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |       1400000 | PA      | $1410665.31    | 0.00%             | 2029-09-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Dream Summit Industrial LP                                                       | DREAM SUMMIT IND               | CUSIP: 26154EAF5<br>LEI: 254900OHFBH4WQN78Q64 | Long             | DBT              | CORP              | CA        |       1195000 | PA      | $873099.02     | 0.00%             | 2031-02-12      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAE0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1600000 | PA      | $1251582.53    | 0.00%             | 2036-02-25      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       9752000 | PA      | $10714171.62   | 0.01%             | 2029-04-30      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd                                                                | CIMIC FINANCE LT               | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |       3200000 | PA      | $3344725.73    | 0.00%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $411417.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       5544000 | PA      | $3741268.69    | 0.00%             | 2034-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       4065000 | PA      | $2940118.21    | 0.00%             | 2033-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      72561000 | PA      | $79121040.35   | 0.06%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 49327ZAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1378000 | PA      | $996110.18     | 0.00%             | 2030-05-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                                                                | MANPOWERGROUP                  | CUSIP: N/A<br>LEI: ERO1WSFOSR0JJ6CRQ987       | Long             | DBT              | CORP              | US        |        100000 | PA      | $112478.68     | 0.00%             | 2026-06-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBH9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       3200000 | PA      | $2218558.65    | 0.00%             | 2054-10-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       5365000 | PA      | $5297634.30    | 0.00%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087VW1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       2497000 | PA      | $2013194.93    | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                           | REALKREDIT DNMRK               | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |     250000000 | PA      | $36402337.23   | 0.03%             | 2029-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      17000000 | PA      | $9993096.86    | 0.01%             | 2028-05-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                      | CARGILL INC                    | CUSIP: N/A<br>LEI: QXZYQNMR4JZ5RIRN4T31       | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9437101.53    | 0.01%             | 2030-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AJ3<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |       3241000 | PA      | $2207022.26    | 0.00%             | 2031-05-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: EJ8924148<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       3600000 | PA      | $4167240.14    | 0.00%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                                 | ELIA SYSTEM OP                 | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | DBT              | CORP              | BE        |       1300000 | PA      | $1422859.73    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |     200000000 | PA      | $18020421.09   | 0.01%             | 2032-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |       8733000 | PA      | $4768437.29    | 0.00%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-940333.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |       7091000 | PA      | $3884235.85    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   60000000000 | PA      | $42044657.05   | 0.03%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      10454000 | PA      | $6574382.21    | 0.01%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      41200000 | PA      | $45368792.42   | 0.04%             | 2026-11-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12062002.04   | 0.01%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       3765000 | PA      | $2877296.24    | 0.00%             | 2041-06-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      16052000 | PA      | $16865482.52   | 0.01%             | 2029-08-09      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2413131.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-62869773.82  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       8409000 | PA      | $3762082.05    | 0.00%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       8913000 | PA      | $8406007.61    | 0.01%             | 2036-05-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |        125000 | PA      | $139358.72     | 0.00%             | 2026-05-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6699294.31    | 0.01%             | 2035-01-31      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      21398000 | PA      | $17997239.11   | 0.01%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      32249000 | PA      | $37285242.74   | 0.03%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20250507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4062683.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      18540000 | PA      | $13085522.86   | 0.01%             | 2029-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAL2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      14234000 | PA      | $10324389.16   | 0.01%             | 2027-06-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                        | EMERA INC                      | CUSIP: 290876AE1<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1510060.79    | 0.00%             | 2030-05-02      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      50200000 | PA      | $51991353.77   | 0.04%             | 2054-06-22      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      60000000 | PA      | $10709509.28   | 0.01%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      17800000 | PA      | $20239606.76   | 0.02%             | 2034-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AHU3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7459687.36    | 0.01%             | 2026-12-07      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CB8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |        642000 | PA      | $695531.89     | 0.00%             | 2028-11-20      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Energir Inc                                                                      | GAZ METRO INC                  | CUSIP: 368271BB7<br>LEI: 549300SULPFDEWWFVD15 | Long             | DBT              | CORP              | CA        |       1227000 | PA      | $751928.31     | 0.00%             | 2047-05-16      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | TERASEN GAS INC                | CUSIP: 88078ZAC8<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       1600000 | PA      | $1319218.22    | 0.00%             | 2035-02-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      10700000 | PA      | $11732411.23   | 0.01%             | 2027-10-14      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2753592.67    | 0.00%             | 2028-08-31      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AX4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6420526.57    | 0.01%             | 2028-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDC2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       2500000 | PA      | $2403555.62    | 0.00%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                       | SAPUTO INC                     | CUSIP: 80310ZAJ8<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       1600000 | PA      | $1122994.34    | 0.00%             | 2028-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |       6700000 | PA      | $6623306.61    | 0.01%             | 2041-05-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |        687000 | PA      | $725901.12     | 0.00%             | 2030-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: EK0407552<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       3400000 | PA      | $3973736.45    | 0.00%             | 2029-01-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |       5852000 | PA      | $5938196.66    | 0.00%             | 2033-05-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | DAIMLER INTL FIN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       7314000 | PA      | $7994795.28    | 0.01%             | 2027-05-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                                | WESSEX WATER FIN               | CUSIP: ED8391200<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |        316000 | PA      | $422658.70     | 0.00%             | 2028-03-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAP5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       2491000 | PA      | $1996829.76    | 0.00%             | 2036-05-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                              | AGI FINANCE                    | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |       1650000 | PA      | $1113280.26    | 0.00%             | 2030-06-28      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR               | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | CORP              | ID        |       1100000 | PA      | $1071698.39    | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |       1906000 | PA      | $1584823.31    | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd                                                          | TOROMONT INDS                  | CUSIP: 891102AE5<br>LEI: 5493008W5EPRSLQ0B737 | Long             | DBT              | CORP              | CA        |       2277000 | PA      | $1670706.06    | 0.00%             | 2027-10-27      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       1804000 | PA      | $1964144.45    | 0.00%             | 2055-06-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       3465000 | PA      | $4154330.33    | 0.00%             | 2028-06-09      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      18725000 | PA      | $22577771.70   | 0.02%             | 2027-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                                            | GELF BOND ISSUER               | CUSIP: N/A<br>LEI: 213800L6LMHEP8TLAY43       | Long             | DBT              | CORP              | LU        |       2800000 | PA      | $3154112.71    | 0.00%             | 2031-11-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BK6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      14892000 | PA      | $10862233.01   | 0.01%             | 2027-03-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                                 | CEPSA FINANCE SA               | CUSIP: N/A<br>LEI: 959800QEUH8V5SPPCB45       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4597318.54    | 0.00%             | 2031-04-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |       1470000 | PA      | $1688900.43    | 0.00%             | 2046-07-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       5000000 | PA      | $5938973.91    | 0.00%             | 2030-05-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     570000000 | PA      | $28713112.36   | 0.02%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |        100000 | PA      | $95574.56      | 0.00%             | 2035-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2992350000 | PA      | $20076784.94   | 0.02%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      31540000 | PA      | $17598074.21   | 0.01%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       4481000 | PA      | $3167087.33    | 0.00%             | 2033-11-21      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      75000000 | PA      | $90330347.71   | 0.07%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       4900000 | PA      | $4567136.79    | 0.00%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       4600000 | PA      | $5370278.49    | 0.00%             | 2027-07-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5779558.62    | 0.00%             | 2036-04-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      12500000 | PA      | $12691719.37   | 0.01%             | 2030-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     500000000 | PA      | $52640447.99   | 0.04%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KG5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       2637000 | PA      | $2047955.61    | 0.00%             | 2040-02-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  577006000000 | PA      | $36067459.76   | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      20257000 | PA      | $22298559.47   | 0.02%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       2633000 | PA      | $1079330.78    | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      32091000 | PA      | $42494991.36   | 0.03%             | 2029-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DH0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       3600000 | PA      | $2731738.87    | 0.00%             | 2041-03-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086VV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $5237268.39    | 0.00%             | 2026-11-02      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      10880000 | PA      | $10845164.69   | 0.01%             | 2031-02-07      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       2439000 | PA      | $3108577.26    | 0.00%             | 2026-07-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     288476000 | PA      | $294047975.82  | 0.23%             | 2029-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Beyond Housing Ltd                                                               | BEYOND HOUSING                 | CUSIP: N/A<br>LEI: 213800UATCLLVNUS9C51       | Long             | DBT              | CORP              | GB        |       1981000 | PA      | $1305171.43    | 0.00%             | 2051-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      13583000 | PA      | $14551719.06   | 0.01%             | 2028-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13125707.66   | 0.01%             | 2028-06-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      15690484 | PA      | $2123418.51    | 0.00%             | 2047-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24758328.34  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU                      | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       1217000 | PA      | $1186809.03    | 0.00%             | 2036-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      17477000 | PA      | $18497572.19   | 0.01%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      47000000 | PA      | $53976691.03   | 0.04%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1097210.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $3235610.02    | 0.00%             | 2027-07-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4666997.91    | 0.00%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      22350000 | PA      | $16254360.93   | 0.01%             | 2028-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $7271616.31    | 0.01%             | 2028-12-20      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       6400000 | PA      | $7236476.52    | 0.01%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |       1250000 | PA      | $1599330.02    | 0.00%             | 2027-04-04      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      10200000 | PA      | $11946917.07   | 0.01%             | 2035-05-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  211000000000 | PA      | $171563498.84  | 0.14%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |        800000 | PA      | $771047.69     | 0.00%             | 2031-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29272760.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      10214000 | PA      | $10011466.98   | 0.01%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: AP5375799<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       5463000 | PA      | $5996411.90    | 0.00%             | 2027-10-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $12913662.08   | 0.01%             | 2030-06-26      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KA5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      10666000 | PA      | $5946723.62    | 0.00%             | 2046-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |       3073000 | PA      | $4381435.13    | 0.00%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Independent Order Of Foresters/The                                               | FORESTERS FINL                 | CUSIP: 454015AA6<br>LEI: 54930076M746H2DBTP84 | Long             | DBT              | CORP              | CA        |        557000 | PA      | $371439.08     | 0.00%             | 2035-10-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      16200000 | PA      | $17117748.39   | 0.01%             | 2030-04-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250605           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $204401.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     341000000 | PA      | $2349622.60    | 0.00%             | 2027-12-20      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      54556942 | PA      | $43849225.33   | 0.03%             | 2057-06-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |       4950000 | PA      | $5026694.16    | 0.00%             | 2031-07-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7427650000 | PA      | $46084199.35   | 0.04%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |       4876000 | PA      | $5695288.58    | 0.00%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |       7934000 | PA      | $7991999.80    | 0.01%             | 2030-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAQ8<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       1924000 | PA      | $1037176.68    | 0.00%             | 2050-05-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |       4435000 | PA      | $5076873.19    | 0.00%             | 2026-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10316845.26   | 0.01%             | 2034-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | DT LUFTHANSA AG                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5674998.78    | 0.00%             | 2026-05-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |        511000 | PA      | $646306.01     | 0.00%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      25969000 | PA      | $26621731.01   | 0.02%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13463038.37   | 0.01%             | 2036-09-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250605           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24129.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      36938000 | PA      | $45496835.50   | 0.04%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3728954.39    | 0.00%             | 2032-10-04      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5742678.67    | 0.00%             | 2026-12-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                                               | HIKARI TSUSHIN                 | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1952830.68    | 0.00%             | 2033-03-23      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOBILIEN                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       4500000 | PA      | $4865475.47    | 0.00%             | 2027-11-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      36678000 | PA      | $42363555.58   | 0.03%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Northern Powergrid Northeast PLC                                                 | NORTHERN PWRGRID               | CUSIP: N/A<br>LEI: 21380072EMKFDZSTLD28       | Long             | DBT              | CORP              | GB        |        500000 | PA      | $411679.06     | 0.00%             | 2052-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       6683000 | PA      | $7377856.24    | 0.01%             | 2027-10-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       4300000 | PA      | $4714419.28    | 0.00%             | 2029-03-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       7600000 | PA      | $7205562.89    | 0.01%             | 2035-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |      19000000 | PA      | $21417662.50   | 0.02%             | 2034-07-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      45845000 | PA      | $32784256.33   | 0.03%             | 2026-06-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2458266.07    | 0.00%             | 2038-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: EJ7155512<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |       2192000 | PA      | $2473224.33    | 0.00%             | 2033-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $4904595.69    | 0.00%             | 2028-02-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCC5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       4200000 | PA      | $3326170.59    | 0.00%             | 2033-09-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      30807000 | PA      | $38733234.69   | 0.03%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 2i Rete Gas SpA                                                                  | 2I RETE GAS SPA                | CUSIP: N/A<br>LEI: 549300RV0WBR05UTDI91       | Long             | DBT              | CORP              | IT        |       3234000 | PA      | $3574620.57    | 0.00%             | 2027-10-31      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3340727.56    | 0.00%             | 2031-06-18      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       5900000 | PA      | $6022344.62    | 0.00%             | 2030-02-03      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |       3700000 | PA      | $4490473.35    | 0.00%             | 2032-12-20      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  730214000000 | PA      | $44376270.48   | 0.04%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       4276000 | PA      | $4232913.46    | 0.00%             | 2041-10-07      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     145520000 | PA      | $118291855.53  | 0.09%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |       4262000 | PA      | $3410342.10    | 0.00%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   28250000000 | PA      | $188755384.14  | 0.15%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                            | ALLIANZ FINANCE                | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |       1400000 | PA      | $1622926.86    | 0.00%             | 2028-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1097210.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR79<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       4042000 | PA      | $2968089.62    | 0.00%             | 2032-04-07      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      19947000 | PA      | $20498465.47   | 0.02%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      30000000 | PA      | $21958755.26   | 0.02%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AQ0<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1867441.79    | 0.00%             | 2029-05-31      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $9275569.06    | 0.01%             | 2032-09-16      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Bank AG                                                       | SANTAN CONS BANK               | CUSIP: N/A<br>LEI: 5299002CRNX7K6KOL397       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5804273.45    | 0.00%             | 2026-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHQ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      21815000 | PA      | $14238387.50   | 0.01%             | 2031-03-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      70468000 | PA      | $78517062.01   | 0.06%             | 2041-01-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6890347.09    | 0.01%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      13000000 | PA      | $14961822.14   | 0.01%             | 2030-01-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      75691000 | PA      | $43185369.30   | 0.03%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      33747090 | PA      | $41912183.39   | 0.03%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 2i Rete Gas SpA                                                                  | 2I RETE GAS SPA                | CUSIP: AM5176327<br>LEI: 549300RV0WBR05UTDI91 | Long             | DBT              | CORP              | IT        |        465000 | PA      | $522130.80     | 0.00%             | 2026-08-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5737076.72    | 0.00%             | 2031-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDD0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3702000 | PA      | $2991760.22    | 0.00%             | 2040-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      29860000 | PA      | $33133214.20   | 0.03%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CW8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       4260000 | PA      | $4619833.90    | 0.00%             | 2029-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      35396000 | PA      | $24568333.82   | 0.02%             | 2030-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8723850000 | PA      | $59548989.12   | 0.05%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: ZS3077402<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      13400000 | PA      | $12830445.09   | 0.01%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |       4938000 | PA      | $5299575.93    | 0.00%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | FORTISBC ENERGY                | CUSIP: 34959ZAK8<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $399945.45     | 0.00%             | 2050-07-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                     | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |      20400000 | PA      | $23112359.78   | 0.02%             | 2028-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: ZR6556677<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       8200000 | PA      | $9004350.19    | 0.01%             | 2026-09-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                     | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |       7369000 | PA      | $8303991.61    | 0.01%             | 2027-10-21      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                              | PEARSON FUNDING                | CUSIP: N/A<br>LEI: 2138001ZJKQ5U81RMY52       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2595810.26    | 0.00%             | 2034-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBE5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       1986000 | PA      | $2110213.06    | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       3851000 | PA      | $4298544.62    | 0.00%             | 2027-01-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     159751000 | PA      | $181995419.48  | 0.14%             | 2035-06-22      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      94976000 | PA      | $59075067.95   | 0.05%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      76060000 | PA      | $86194983.00   | 0.07%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       5700000 | PA      | $6373811.24    | 0.01%             | 2173-06-27      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Westcoast Energy Inc                                                             | WESTCOAST ENERGY               | CUSIP: 95751ZAN3<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |       1885000 | PA      | $1324039.81    | 0.00%             | 2041-10-28      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5239805.20    | 0.00%             | 2028-09-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2368866.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       3462000 | PA      | $3824566.60    | 0.00%             | 2035-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAM4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1898444.26    | 0.00%             | 2029-09-30      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GTA Finance Co Pty Ltd                                                           | GTA FINANCE                    | CUSIP: N/A<br>LEI: 213800FMNBVIYOR3SP94       | Long             | DBT              | CORP              | AU        |       1190000 | PA      | $717059.54     | 0.00%             | 2027-08-26      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       3900000 | PA      | $4112489.34    | 0.00%             | 2028-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $2211907.62    | 0.00%             | 2032-08-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $140544.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3446925.16    | 0.00%             | 2028-11-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EPH Financing International AS                                                   | EPH FIN INTL AS                | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |       6500000 | PA      | $7912653.15    | 0.01%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      11216000 | PA      | $10766660.66   | 0.01%             | 2036-07-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      12443000 | PA      | $13741404.90   | 0.01%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      12889000 | PA      | $14238251.59   | 0.01%             | 2026-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      11974000 | PA      | $8755170.62    | 0.01%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      19692000 | PA      | $25254875.31   | 0.02%             | 2026-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |       8500000 | PA      | $9392877.03    | 0.01%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      53999000 | PA      | $71920623.56   | 0.06%             | 2028-10-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance II Inc                                                        | BROOKFIELD FIN 2               | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       4100000 | PA      | $3177597.25    | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      16900000 | PA      | $17684599.85   | 0.01%             | 2029-06-12      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5837989.92    | 0.00%             | 2028-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |       8700000 | PA      | $9203605.73    | 0.01%             | 2028-02-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                         | UNIVERSAL MUSIC                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | CORP              | NL        |       4028000 | PA      | $4614256.66    | 0.00%             | 2027-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $13190472.05   | 0.01%             | 2030-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |       2455000 | PA      | $2870435.61    | 0.00%             | 2036-04-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4600000000 | PA      | $30903947.27   | 0.02%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: EI4061228<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       3150000 | PA      | $3373621.56    | 0.00%             | 2050-09-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     102000000 | PA      | $14567279.12   | 0.01%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1198060.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3197725.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hospital Infrastructure Partners NOH Partnership                                 | HOSPITAL INFRAST               | CUSIP: 44107EAA7<br>LEI: 549300ZF3VY59ROCXE25 | Long             | DBT              | CORP              | CA        |       2072796 | PA      | $1587118.86    | 0.00%             | 2045-01-31      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $11507484.18   | 0.01%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1085000000 | PA      | $7376646.22    | 0.01%             | 2029-01-25      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBN2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       3100000 | PA      | $2196341.46    | 0.00%             | 2030-02-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      13000000 | PA      | $15343185.17   | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $8668893.00    | 0.01%             | 2033-12-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5402579.65    | 0.00%             | 2026-09-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAH0<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |        486000 | PA      | $247906.71     | 0.00%             | 2050-10-29      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     197864846 | PA      | $232710419.62  | 0.18%             | 2033-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      18000000 | PA      | $21055313.47   | 0.02%             | 2033-08-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      90014000 | PA      | $21160610.03   | 0.02%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BA3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       5000000 | PA      | $5459002.14    | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      40131000 | PA      | $22232406.09   | 0.02%             | 2031-10-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      20000000 | PA      | $23079339.19   | 0.02%             | 2036-03-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 060505FZ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       4464000 | PA      | $3185703.52    | 0.00%             | 2027-09-15      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $1929450.37    | 0.00%             | 2174-01-17      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6004348.45    | 0.00%             | 2034-06-14      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |        597000 | PA      | $652895.54     | 0.00%             | 2027-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAR1<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |        984000 | PA      | $708838.24     | 0.00%             | 2026-08-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11869759.58   | 0.01%             | 2028-11-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4625590.41    | 0.00%             | 2027-09-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28548103.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                           | EUROFINS SCIEN                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |       5100000 | PA      | $5841240.17    | 0.00%             | 2026-07-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      10000000 | PA      | $11073604.70   | 0.01%             | 2027-02-17      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |       5260000 | PA      | $3071210.04    | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |       5800000 | PA      | $6806194.99    | 0.01%             | 2030-07-24      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LKJ1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       3100000 | PA      | $2347063.38    | 0.00%             | 2033-04-20      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       7821000 | PA      | $8046471.66    | 0.01%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      12700000 | PA      | $13116984.26   | 0.01%             | 2028-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       8300000 | PA      | $7492873.85    | 0.01%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       3500000 | PA      | $3469401.48    | 0.00%             | 2030-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Instituto de Credito Oficial                                                     | INSTIT CRDT OFCL               | CUSIP: N/A<br>LEI: PJQDPSI1D8J2Q1IM3G17       | Long             | DBT              | NUSS              | ES        |      25458000 | PA      | $29172199.30   | 0.02%             | 2030-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Royal Schiphol Group NV                                                          | ROYAL SCHIPHOL                 | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $4813119.88    | 0.00%             | 2032-09-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $259067.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1817810000 | PA      | $91988481.16   | 0.07%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      10098000 | PA      | $9620793.37    | 0.01%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |       1000000 | PA      | $1156167.20    | 0.00%             | 2033-11-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      14360000 | PA      | $7885740.51    | 0.01%             | 2031-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28544204.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       2600000 | PA      | $2780585.82    | 0.00%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       4700000 | PA      | $4880616.34    | 0.00%             | 2032-01-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |       4062000 | PA      | $4475083.59    | 0.00%             | 2026-09-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      22007000 | PA      | $25383765.61   | 0.02%             | 2030-07-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-245043.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Winnipeg Canada                                                          | WINNIPEG CANADA                | CUSIP: 975026HC2<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |       1240000 | PA      | $832339.25     | 0.00%             | 2045-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJX2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      53000000 | PA      | $38655242.06   | 0.03%             | 2029-12-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SE                    | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |       1500000 | PA      | $1798721.13    | 0.00%             | 2029-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AD8<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       1041000 | PA      | $717578.38     | 0.00%             | 2047-01-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4771850000 | PA      | $35480643.79   | 0.03%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4883650000 | PA      | $32736767.99   | 0.03%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4563921.66    | 0.00%             | 2036-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       9000000 | PA      | $10427852.49   | 0.01%             | 2033-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                       | HYUNDAI CAP CAN                | CUSIP: 44932WAE0<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1113084.00    | 0.00%             | 2027-02-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAU0<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       5500000 | PA      | $4198233.06    | 0.00%             | 2036-05-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DB3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       6413000 | PA      | $4876486.38    | 0.00%             | 2040-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      36400000 | PA      | $20585315.70   | 0.02%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: AP9090220<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       4740000 | PA      | $5188631.87    | 0.00%             | 2027-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                         | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |       2400000 | PA      | $2807112.49    | 0.00%             | 2030-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |       8400000 | PA      | $8798232.75    | 0.01%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1506700000 | PA      | $10426425.12   | 0.01%             | 2027-01-25      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                                            | FAST RETAILING                 | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | DBT              | CORP              | JP        |     800000000 | PA      | $5486844.59    | 0.00%             | 2028-06-06      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GM2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       8400000 | PA      | $6336445.50    | 0.01%             | 2033-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2719877.50    | 0.00%             | 2036-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Raiffeisen-Landesbank Steiermark AG                                              | RAIFF LB STEIER                | CUSIP: N/A<br>LEI: 529900UNUKYZ9HND3309       | Long             | DBT              | CORP              | AT        |        100000 | PA      | $113075.32     | 0.00%             | 2028-06-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alberta Powerline LP                                                             | ALBERTA POWER                  | CUSIP: 013047AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        797129 | PA      | $509054.33     | 0.00%             | 2054-03-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      15424000 | PA      | $17554276.75   | 0.01%             | 2035-03-21      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                       | NETWORK FINANCE                | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |       2250000 | PA      | $1351220.30    | 0.00%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1100000000 | PA      | $33906685.83   | 0.03%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     216720000 | PA      | $33074540.75   | 0.03%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AT4<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       4730000 | PA      | $3436220.11    | 0.00%             | 2032-03-26      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      25257000 | PA      | $24539658.39   | 0.02%             | 2033-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      99516000 | PA      | $52792083.01   | 0.04%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-166859.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-102665.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| InPower BC General Partnership                                                   | INPOWER BC GP                  | CUSIP: 45780MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1365074 | PA      | $1009819.92    | 0.00%             | 2033-03-31      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAF8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      10697000 | PA      | $7865443.73    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |      17000000 | PA      | $13166904.23   | 0.01%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29937206.24  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7000000000 | PA      | $48590188.14   | 0.04%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5376220.79    | 0.00%             | 2032-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20000000000 | PA      | $139815302.84  | 0.11%             | 2026-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3044500000 | PA      | $18337580.53   | 0.01%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10547218.91   | 0.01%             | 2050-07-08      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       7400000 | PA      | $7965629.13    | 0.01%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      22600000 | PA      | $24530225.45   | 0.02%             | 2027-06-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAQ2<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       1650000 | PA      | $1234895.26    | 0.00%             | 2027-01-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN MUNI ENT               | CUSIP: EH3004213<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     310000000 | PA      | $2256959.57    | 0.00%             | 2028-04-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCG7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       2350000 | PA      | $1624196.21    | 0.00%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1850000 | PA      | $2066023.94    | 0.00%             | 2029-12-17      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZBK8<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1502268.24    | 0.00%             | 2054-03-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       9400000 | PA      | $8554076.78    | 0.01%             | 2033-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BG7<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      17661000 | PA      | $12640090.18   | 0.01%             | 2026-06-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |       6998000 | PA      | $7033874.37    | 0.01%             | 2030-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | HSBC BANK PLC                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | DBT              | CORP              | GB        |       1200000 | PA      | $1262388.63    | 0.00%             | 2046-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      90000000 | PA      | $13571054.00   | 0.01%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      25552000 | PA      | $19860209.34   | 0.02%             | 2028-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                     | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |       2000000 | PA      | $2322378.67    | 0.00%             | 2033-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |       4876000 | PA      | $4303754.16    | 0.00%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       7523000 | PA      | $8672532.37    | 0.01%             | 2028-03-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $11836628.23   | 0.01%             | 2030-01-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       8000000 | PA      | $8571120.70    | 0.01%             | 2032-11-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     487600000 | PA      | $3357906.95    | 0.00%             | 2027-10-15      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     162308000 | PA      | $115931426.46  | 0.09%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     210705000 | PA      | $194420308.60  | 0.15%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Central 1 Credit Union                                                           | CENTRAL 1 CREDIT               | CUSIP: 154728AS8<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |       2104000 | PA      | $1503128.67    | 0.00%             | 2031-06-30      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     184193808 | PA      | $163065508.77  | 0.13%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAG1<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $964976.53     | 0.00%             | 2032-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Castellum AB                                                                     | CASTELLUM AB                   | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | DBT              | CORP              | SE        |       2382000 | PA      | $2731066.35    | 0.00%             | 2030-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       2116000 | PA      | $2670525.47    | 0.00%             | 2042-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      21400000 | PA      | $5156240.48    | 0.00%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAK6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1323000 | PA      | $985836.53     | 0.00%             | 2050-11-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $2628920.65    | 0.00%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       7314000 | PA      | $7984084.39    | 0.01%             | 2027-11-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250605           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-18150.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       5861000 | PA      | $4988397.67    | 0.00%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      17604000 | PA      | $18623839.79   | 0.01%             | 2028-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |       3158000 | PA      | $4042828.03    | 0.00%             | 2064-06-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      18635000 | PA      | $19863155.41   | 0.02%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Roche Finance Europe BV                                                          | ROCHE FINANCE EU               | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |       4550000 | PA      | $4980065.25    | 0.00%             | 2044-05-03      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     190380000 | PA      | $210993592.38  | 0.17%             | 2027-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      75000000 | PA      | $85782491.00   | 0.07%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: JV6416251<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     325000000 | PA      | $33401846.00   | 0.03%             | 2026-11-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |        700000 | PA      | $677058.25     | 0.00%             | 2038-03-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6335788.61    | 0.01%             | 2029-03-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: N/A<br>LEI: CZCBJZWDMLTHWJDXU843       | Long             | DBT              | CORP              | US        |       2366000 | PA      | $2401021.39    | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: EK9859522<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   17725000000 | PA      | $17925216.56   | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     129500911 | PA      | $137877267.04  | 0.11%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |        567000 | PA      | $810128.95     | 0.00%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                              | SOUTHERN WATER S               | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |       1500000 | PA      | $1371907.00    | 0.00%             | 2037-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086RQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      20898000 | PA      | $14973365.46   | 0.01%             | 2027-01-28      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance Canada Inc                                                 | DAIMLER TRCK FI                | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |       1504000 | PA      | $1076004.11    | 0.00%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                           | SES                            | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       2100000 | PA      | $2268704.85    | 0.00%             | 2028-07-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                 | ACEF HOLDING                   | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |       6393000 | PA      | $6745895.48    | 0.01%             | 2028-06-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       1176000 | PA      | $1408035.55    | 0.00%             | 2034-08-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     190581000 | PA      | $105739324.61  | 0.08%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAG2<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       1300000 | PA      | $962587.48     | 0.00%             | 2028-11-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      32324000 | PA      | $9886143.13    | 0.01%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                                                 | BRIDGESTONE CORP               | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $2070659.67    | 0.00%             | 2027-04-21      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      25000000 | PA      | $30253112.79   | 0.02%             | 2030-06-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      22000000 | PA      | $27253565.48   | 0.02%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      10000000 | PA      | $10503629.09   | 0.01%             | 2054-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                  | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | NUSS              | GB        |       3267000 | PA      | $4198044.24    | 0.00%             | 2051-03-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |      11182000 | PA      | $12979525.66   | 0.01%             | 2029-04-11      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Moat Homes Finance PLC                                                           | MOAT HOMES FIN P               | CUSIP: N/A<br>LEI: 213800OEBSZ4X3VVE789       | Long             | DBT              | CORP              | GB        |       1035000 | PA      | $1248843.48    | 0.00%             | 2041-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      19315000 | PA      | $11868173.63   | 0.01%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5472174.93    | 0.00%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       6875000 | PA      | $6320399.58    | 0.00%             | 2038-11-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |        127000 | PA      | $80434.75      | 0.00%             | 2028-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |        100000 | PA      | $130944.95     | 0.00%             | 2026-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      28000000 | PA      | $29038230.76   | 0.02%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      11180000 | PA      | $12330201.44   | 0.01%             | 2027-03-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAF4<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       4601000 | PA      | $2629736.83    | 0.00%             | 2048-11-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: ZP5131047<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2743462.60    | 0.00%             | 2027-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $105384253.04  | 0.08%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      70207416 | PA      | $74215255.26   | 0.06%             | 2050-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: EH8901157<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       2090000 | PA      | $2989785.88    | 0.00%             | 2039-07-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       2377000 | PA      | $1812748.38    | 0.00%             | 2042-05-29      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Greene King Finance PLC                                                          | GREENE KING FIN                | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |        353907 | PA      | $445908.57     | 0.00%             | 2035-03-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      11500000 | PA      | $13356556.49   | 0.01%             | 2035-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: EJ5299593<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   15590000000 | PA      | $16897339.61   | 0.01%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      52164000 | PA      | $34108849.96   | 0.03%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       1512000 | PA      | $2090118.21    | 0.00%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     110000000 | PA      | $16298002.15   | 0.01%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CBRE Global Investors Open-Ended Funds SCA SICAV-SIF-Pan European Core Fund      | CBRE GI OPEN END               | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |       4658000 | PA      | $4925850.74    | 0.00%             | 2028-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5766310.50    | 0.00%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      41067000 | PA      | $46595808.09   | 0.04%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     136375000 | PA      | $75637467.68   | 0.06%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $9321900.71    | 0.01%             | 2027-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      32949000 | PA      | $20692024.26   | 0.02%             | 2029-08-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: AU9536874<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      13000000 | PA      | $12667261.30   | 0.01%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    2200000000 | PA      | $2422909.12    | 0.00%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   14925610000 | PA      | $35535808.68   | 0.03%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                                           | DSM BV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4232017.30    | 0.00%             | 2028-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAS9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1924612.02    | 0.00%             | 2037-03-13      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |       4000000 | PA      | $2881912.37    | 0.00%             | 2034-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EK1<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       3449000 | PA      | $2329884.56    | 0.00%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBY8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       6700000 | PA      | $5154409.24    | 0.00%             | 2052-09-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                             | MANCHESTER AGF                 | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |       1906000 | PA      | $1573216.86    | 0.00%             | 2044-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $6511428.06    | 0.01%             | 2027-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |       6827000 | PA      | $7649724.31    | 0.01%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                    | CALGARY AIRPORT                | CUSIP: 12959CAB5<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |       4648000 | PA      | $3029921.15    | 0.00%             | 2038-10-07      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       6400000 | PA      | $6524404.75    | 0.01%             | 2030-04-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       9014000 | PA      | $7458394.22    | 0.01%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      49683000 | PA      | $56388110.42   | 0.04%             | 2034-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DC3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       4899000 | PA      | $3875628.89    | 0.00%             | 2040-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       8000000 | PA      | $8899179.70    | 0.01%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      16500000 | PA      | $18243219.04   | 0.01%             | 2029-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                  | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $3994731.96    | 0.00%             | 2079-12-31      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                                                 | CPUK FINANCE                   | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |       1000000 | PA      | $1347640.72    | 0.00%             | 2027-08-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                      | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |       3908000 | PA      | $4008644.85    | 0.00%             | 2030-04-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      29784000 | PA      | $33241384.67   | 0.03%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GF7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       1700000 | PA      | $1199681.84    | 0.00%             | 2027-06-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: N/A<br>LEI: UMI46YPGBLUE4VGNNT48       | Long             | DBT              | CORP              | US        |       2210000 | PA      | $1374004.67    | 0.00%             | 2026-12-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC Finance BV                                                         | COCA-COLA HBC BV               | CUSIP: ZS5623393<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5507365.23    | 0.00%             | 2027-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Adecco International Financial Services BV                                       | ADECCO INT FIN                 | CUSIP: N/A<br>LEI: 549300PDNGPM4PIAUK57       | Long             | DBT              | CORP              | NL        |       7500000 | PA      | $7817374.58    | 0.01%             | 2028-09-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: AV0298134<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      25000000 | PA      | $4857347.72    | 0.00%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     111000000 | PA      | $69248372.55   | 0.05%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      15000000 | PA      | $18373538.20   | 0.01%             | 2028-01-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEW0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       1213000 | PA      | $1265268.19    | 0.00%             | 2030-04-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |       5786000 | PA      | $6295566.84    | 0.00%             | 2027-02-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                  | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |      12000000 | PA      | $16273320.40   | 0.01%             | 2034-12-10      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       7200000 | PA      | $8458687.00    | 0.01%             | 2028-03-21      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      12700000 | PA      | $14899844.83   | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |        900000 | PA      | $571896.84     | 0.00%             | 2026-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       6500000 | PA      | $7321114.41    | 0.01%             | 2044-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |       5000000 | PA      | $5780335.19    | 0.00%             | 2031-03-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       2376000 | PA      | $1489784.92    | 0.00%             | 2045-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   11690000000 | PA      | $11058529.63   | 0.01%             | 2027-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      75000000 | PA      | $46339760.29   | 0.04%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AE4<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |        400000 | PA      | $272131.61     | 0.00%             | 2046-02-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      11900000 | PA      | $13056162.89   | 0.01%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |       8000000 | PA      | $9186394.47    | 0.01%             | 2034-04-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       2585000 | PA      | $3559882.23    | 0.00%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      10900000 | PA      | $12876544.55   | 0.01%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      25000000 | PA      | $28191565.59   | 0.02%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GC7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       6625000 | PA      | $7577752.83    | 0.01%             | 2026-08-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      16000000 | PA      | $19232220.08   | 0.02%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $6242148.66    | 0.00%             | 2039-07-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                                       | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $1270137.68    | 0.00%             | 2029-04-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       5000000 | PA      | $5087952.81    | 0.00%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Estonia Government International Bond                                            | ESTONIA REP OF                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EE        |       6998000 | PA      | $8442433.45    | 0.01%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ISS Global A/S                                                                   | ISS GLOBAL A/S                 | CUSIP: N/A<br>LEI: 213800W6DPUGWBGTD766       | Long             | DBT              | CORP              | DK        |        100000 | PA      | $111101.39     | 0.00%             | 2026-06-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAQ9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       4100000 | PA      | $3117100.39    | 0.00%             | 2033-03-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       9866000 | PA      | $12962621.20   | 0.01%             | 2026-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     189680000 | PA      | $119933059.79  | 0.09%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       6455000 | PA      | $7656542.60    | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      10088000 | PA      | $15371553.79   | 0.01%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      53000000 | PA      | $32693368.70   | 0.03%             | 2035-08-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $3040993.19    | 0.00%             | 2028-09-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       7000000 | PA      | $4509426.53    | 0.00%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      71827370 | PA      | $82415330.16   | 0.07%             | 2060-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |        100000 | PA      | $115316.61     | 0.00%             | 2028-04-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: ZP3884035<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |        300000 | PA      | $215625.79     | 0.00%             | 2045-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 1 PLC                                                     | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 2138005QTX8CMPSEOS15       | Long             | DBT              | CORP              | GB        |        854188 | PA      | $1272609.09    | 0.00%             | 2039-07-13      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1253731.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       6100000 | PA      | $7399617.63    | 0.01%             | 2027-12-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       4053000 | PA      | $4840087.68    | 0.00%             | 2034-04-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5319121.72    | 0.00%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                  | ERICSSON LM                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | DBT              | CORP              | SE        |       3800000 | PA      | $3970848.45    | 0.00%             | 2029-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                                                | ARC RESOURCES LT               | CUSIP: 00208DAB7<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |       2147000 | PA      | $1495173.23    | 0.00%             | 2031-03-10      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1344000 | PA      | $1740478.71    | 0.00%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE                 | CUSIP: 45833VAG4<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1572119.83    | 0.00%             | 2033-02-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $100028.30     | 0.00%             | 2033-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KE0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       9685000 | PA      | $10320647.34   | 0.01%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Jersey International Bond                                                        | STATES OF JERSEY               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JE        |        782000 | PA      | $756022.51     | 0.00%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      11925000 | PA      | $13307637.18   | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: 69363TAP7<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       5350000 | PA      | $3811772.16    | 0.00%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      15850000 | PA      | $18211793.27   | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1726385000 | PA      | $58986774.35   | 0.05%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      10504000 | PA      | $11071488.91   | 0.01%             | 2032-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     314700000 | PA      | $2105985.91    | 0.00%             | 2030-02-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      10867000 | PA      | $12132474.55   | 0.01%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      10707000 | PA      | $11264310.94   | 0.01%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7355000 | PA      | $8387155.97    | 0.01%             | 2035-07-13      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      32165000 | PA      | $34595744.38   | 0.03%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      77272176 | PA      | $77431739.95   | 0.06%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |        465000 | PA      | $558791.43     | 0.00%             | 2037-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 48124BAG0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       7350000 | PA      | $5207873.80    | 0.00%             | 2028-03-05      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WGC2<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       3559000 | PA      | $2547881.29    | 0.00%             | 2031-05-28      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2836719.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3000000000 | PA      | $19775071.34   | 0.02%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                   | WSP GLOBAL INC                 | CUSIP: 92938WAA1<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       2079000 | PA      | $1466426.40    | 0.00%             | 2028-04-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $5274723.61    | 0.00%             | 2029-01-19      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 SMN                                                                  | SPAREBANK 1 SMN                | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | DBT              | CORP              | NO        |       9017000 | PA      | $9522225.52    | 0.01%             | 2028-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      60000000 | PA      | $434682.67     | 0.00%             | 2027-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $5664428.04    | 0.00%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAW7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      25100000 | PA      | $18683882.14   | 0.01%             | 2028-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: AW7792137<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $12093238.02   | 0.01%             | 2029-02-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       7500000 | PA      | $5506740.90    | 0.00%             | 2035-10-31      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       1185000 | PA      | $1717073.97    | 0.00%             | 2033-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       3900000 | PA      | $3235153.36    | 0.00%             | 2040-07-13      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15620500000 | PA      | $91344801.27   | 0.07%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SEC LP & Arci Ltd                                                                | SEC LP AND ARCI                | CUSIP: 784103AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1598878 | PA      | $1140399.16    | 0.00%             | 2033-08-29      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     487600000 | PA      | $3779843.28    | 0.00%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      14185000 | PA      | $10181813.40   | 0.01%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                         | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1379376.70    | 0.00%             | 2027-06-01      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      29780000 | PA      | $18875283.77   | 0.01%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      38750000 | PA      | $37830478.27   | 0.03%             | 2031-09-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      46111000 | PA      | $51547698.50   | 0.04%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU FIN UK               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       5182000 | PA      | $4997313.44    | 0.00%             | 2034-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      50000000 | PA      | $10340543.43   | 0.01%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1543669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAY4<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       2621000 | PA      | $1652161.21    | 0.00%             | 2049-02-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      70330000 | PA      | $68473390.95   | 0.05%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                       | PENSION INS                    | CUSIP: BJ2189485<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2456412.16    | 0.00%             | 2031-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      13773000 | PA      | $10822587.82   | 0.01%             | 2040-06-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $1927405.39    | 0.00%             | 2035-06-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                      | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |       5000000 | PA      | $4532054.57    | 0.00%             | 2035-02-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                            | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |       1073000 | PA      | $1455966.91    | 0.00%             | 2027-03-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $3010163.09    | 0.00%             | 2034-03-05      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      43369000 | PA      | $52006779.58   | 0.04%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7795650000 | PA      | $51838700.76   | 0.04%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      12500000 | PA      | $14606164.52   | 0.01%             | 2027-08-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                               | CELLNEX TELECOM                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |       8900000 | PA      | $9333688.09    | 0.01%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7561050.83    | 0.01%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11215704.93   | 0.01%             | 2028-04-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAU2<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       2744000 | PA      | $1804897.55    | 0.00%             | 2045-09-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      27800000 | PA      | $32087820.95   | 0.03%             | 2026-07-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      17140000 | PA      | $4403309.30    | 0.00%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29150777.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       4876000 | PA      | $3237997.32    | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |        429000 | PA      | $320131.38     | 0.00%             | 2051-08-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     196901000 | PA      | $5723560.47    | 0.00%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       8685000 | PA      | $5270560.86    | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BQ5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       1900000 | PA      | $1413305.75    | 0.00%             | 2028-01-24      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAY8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       9100000 | PA      | $10272638.79   | 0.01%             | 2032-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Deutsche Apotheker-und Aerztebank eG                                             | DEUTSCHE APO ARZ               | CUSIP: N/A<br>LEI: 5299007S3UH5RKUYDA52       | Long             | DBT              | CORP              | DE        |        300000 | PA      | $328225.14     | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      21996000 | PA      | $15089133.14   | 0.01%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: AP9353636<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |        746000 | PA      | $663419.41     | 0.00%             | 2037-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     781200000 | PA      | $5183541.20    | 0.00%             | 2031-02-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAR1<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6934083.05    | 0.01%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |       4913000 | PA      | $4984494.69    | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: AZ8065734<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $12698731.00   | 0.01%             | 2026-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      55059000 | PA      | $63551972.49   | 0.05%             | 2031-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                    | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |       2455000 | PA      | $1759122.75    | 0.00%             | 2048-11-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAB6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |        557000 | PA      | $476016.58     | 0.00%             | 2032-06-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |       6200000 | PA      | $6326158.52    | 0.00%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      96800000 | PA      | $14049210.90   | 0.01%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |      13625000 | PA      | $15342350.89   | 0.01%             | 2039-07-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: N/A<br>LEI: 549300WZWOM80UCFSF54       | Long             | DBT              | CORP              | US        |       5003000 | PA      | $5599232.92    | 0.00%             | 2026-10-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23271975.88   | 0.02%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |       6981000 | PA      | $7345795.29    | 0.01%             | 2028-07-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       7900000 | PA      | $8918798.03    | 0.01%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      21095000 | PA      | $23231843.50   | 0.02%             | 2027-03-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2112515.39    | 0.00%             | 2028-04-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Royal Office Finance LP                                                          | ROYAL OFFICE FIN               | CUSIP: 780632AA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       5499283 | PA      | $4282236.07    | 0.00%             | 2037-11-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: BVN10TFG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       3410000 | PA      | $4674052.60    | 0.00%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8462548.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       6649000 | PA      | $5365957.14    | 0.00%             | 2029-06-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                                | ORBIT CAPITAL                  | CUSIP: AT0021507<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |        126000 | PA      | $111590.60     | 0.00%             | 2048-06-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250605           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1501069.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |       2710000 | PA      | $2992580.75    | 0.00%             | 2032-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-336311.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7351654.58    | 0.01%             | 2035-11-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7008613.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      10525000 | PA      | $6058869.02    | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3860068.15    | 0.00%             | 2031-05-24      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KCY4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |      11212000 | PA      | $8031422.52    | 0.01%             | 2027-01-28      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GH3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       4729000 | PA      | $2645618.23    | 0.00%             | 2052-12-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-21559604.30  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      44938000 | PA      | $44505918.05   | 0.04%             | 2031-10-17      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13453763.05   | 0.01%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |       7750000 | PA      | $6117883.00    | 0.00%             | 2030-05-31      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5733300.37    | 0.00%             | 2028-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                           | CAN TIRE CORP                  | CUSIP: 13668ZAN8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |        984000 | PA      | $742710.22     | 0.00%             | 2035-09-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      30250000 | PA      | $41163512.85   | 0.03%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                        | SOUTHERN GAS NET               | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5111110.59    | 0.00%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $6871682.93    | 0.01%             | 2031-05-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AGCO International Holdings BV                                                   | AGCO INTERNATION               | CUSIP: N/A<br>LEI: 549300GSUO6P11G11583       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2621938.05    | 0.00%             | 2028-10-06      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd/London                                                 | ANZ NZ INTL/LDN                | CUSIP: N/A<br>LEI: 213800VD256NU2D97H12       | Long             | DBT              | CORP              | NZ        |      16876000 | PA      | $18108502.10   | 0.01%             | 2027-09-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: 636273AC8<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       2764000 | PA      | $1911186.10    | 0.00%             | 2029-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AM5<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1201025.82    | 0.00%             | 2051-04-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1529831.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      31500000 | PA      | $35340436.48   | 0.03%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     143790000 | PA      | $176802265.38  | 0.14%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      10500000 | PA      | $10860964.75   | 0.01%             | 2029-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       5250000 | PA      | $5132337.14    | 0.00%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1198060.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |        586000 | PA      | $650710.67     | 0.00%             | 2026-10-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14220350000 | PA      | $87278407.61   | 0.07%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926DJ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      21990000 | PA      | $16225380.36   | 0.01%             | 2030-10-17      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     153178000 | PA      | $198964188.57  | 0.16%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       9200000 | PA      | $8792794.30    | 0.01%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 13638ZDX0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       2464000 | PA      | $1746444.27    | 0.00%             | 2028-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                              | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |      12000000 | PA      | $11612181.77   | 0.01%             | 2031-03-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      10794000 | PA      | $10223640.15   | 0.01%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2689079.83    | 0.00%             | 2031-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                                                             | VW CREDIT CANADA               | CUSIP: 918423AZ7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1428949.51    | 0.00%             | 2026-12-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      10959000 | PA      | $11640043.41   | 0.01%             | 2028-11-05      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28934104.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelidade - Co De Seguros SA/Portugal                                           | FIDEL CO SEGUROS               | CUSIP: N/A<br>LEI: 529900FNLE8ZOPUOT704       | Long             | DBT              | CORP              | PT        |       1500000 | PA      | $1700291.77    | 0.00%             | 2031-09-04      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Affinity Sutton Capital Markets PLC                                              | AFFINITY SUTTON                | CUSIP: EH5480601<br>LEI: 213800CIN9MC8IN3GK94 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1363573.82    | 0.00%             | 2038-09-17      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |        981000 | PA      | $746823.20     | 0.00%             | 2041-09-21      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      19000000 | PA      | $21724107.59   | 0.02%             | 2035-06-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      11400000 | PA      | $12181678.27   | 0.01%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      10113000 | PA      | $11222529.33   | 0.01%             | 2027-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       3100000 | PA      | $2759060.02    | 0.00%             | 2034-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   20000000000 | PA      | $15780716.14   | 0.01%             | 2030-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                             | NORDEA KREDIT                  | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |     200000000 | PA      | $29003794.20   | 0.02%             | 2029-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3419848.93    | 0.00%             | 2028-06-30      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5148000 | PA      | $3960128.31    | 0.00%             | 2034-04-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SELP Finance Sarl                                                                | SELP FINANCE SAR               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |      10900000 | PA      | $11276744.57   | 0.01%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     553090000 | PA      | $17276940.46   | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      17600000 | PA      | $19404208.90   | 0.02%             | 2027-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AE6<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       2981000 | PA      | $1921888.28    | 0.00%             | 2047-12-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       1580000 | PA      | $1710512.44    | 0.00%             | 2027-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3523669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    1842970000 | PA      | $5222701.79    | 0.00%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BT7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      11938000 | PA      | $8680214.54    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $2971007.47    | 0.00%             | 2036-10-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6066800000 | PA      | $44479971.73   | 0.04%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      24407000 | PA      | $31656758.76   | 0.02%             | 2027-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     464000000 | PA      | $112186769.50  | 0.09%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2918669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2612617.19    | 0.00%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZBU1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |         24000 | PA      | $22093.62      | 0.00%             | 2039-02-17      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JJ8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       7561000 | PA      | $5990725.20    | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: QZ7966521<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      13856000 | PA      | $14396203.00   | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      18400000 | PA      | $17697798.44   | 0.01%             | 2032-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       9388000 | PA      | $9634356.98    | 0.01%             | 2030-02-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Coentreprise de Transport d'Electricite SA                                       | CTE CO TRANSP EL               | CUSIP: N/A<br>LEI: 969500BH61SHYYBTJQ29       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $8360053.43    | 0.01%             | 2032-07-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       3188000 | PA      | $4006799.40    | 0.00%             | 2029-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       4461000 | PA      | $4329435.40    | 0.00%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |       4897100 | PA      | $3108662.46    | 0.00%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       3326000 | PA      | $3979236.51    | 0.00%             | 2028-09-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      79080000 | PA      | $20480398.81   | 0.02%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: AZ3211200<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6129822.63    | 0.00%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAP6<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       5764000 | PA      | $4424809.48    | 0.00%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20446750000 | PA      | $115148536.79  | 0.09%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      43700000 | PA      | $45061799.15   | 0.04%             | 2029-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Haleon Netherlands Capital BV                                                    | HALEON NL CAP BV               | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |       6200000 | PA      | $6325699.87    | 0.00%             | 2034-03-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      16050000 | PA      | $3969996.33    | 0.00%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7875600000 | PA      | $57750070.57   | 0.05%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1339000 | PA      | $736188.53     | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $1439406.07    | 0.00%             | 2052-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $10037116.71   | 0.01%             | 2029-10-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | DAIMLER INTL FIN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      12072000 | PA      | $13607997.00   | 0.01%             | 2026-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      18134000 | PA      | $9346801.28    | 0.01%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                       | MERCK                          | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3379717.78    | 0.00%             | 2054-08-27      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9315931.84    | 0.01%             | 2035-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1400000000 | PA      | $8469605.40    | 0.01%             | 2038-01-29      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250605           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1095907.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                                         | ACCIONA FILIALES               | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $2868084.37    | 0.00%             | 2030-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3053256.32    | 0.00%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       9300000 | PA      | $5939377.35    | 0.00%             | 2027-09-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      15000000 | PA      | $9304843.90    | 0.01%             | 2034-10-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                       | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |       8000000 | PA      | $9822448.34    | 0.01%             | 2033-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       6437000 | PA      | $7035474.76    | 0.01%             | 2173-10-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       9518000 | PA      | $6999560.85    | 0.01%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $16642558.70   | 0.01%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       1500000 | PA      | $1395108.80    | 0.00%             | 2034-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       2200000 | PA      | $2337041.00    | 0.00%             | 2033-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-245043.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     185867000 | PA      | $203287331.04  | 0.16%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       6951000 | PA      | $8386278.04    | 0.01%             | 2055-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       1453000 | PA      | $1841559.13    | 0.00%             | 2049-09-12      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AN9<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $1070444.44    | 0.00%             | 2026-08-26      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       8500000 | PA      | $9690274.82    | 0.01%             | 2028-05-24      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2981155.60    | 0.00%             | 2028-09-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      30000000 | PA      | $30617159.97   | 0.02%             | 2029-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       1400000 | PA      | $1142505.84    | 0.00%             | 2039-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Altarea SCA                                                                      | ALTAREA                        | CUSIP: N/A<br>LEI: 969500ICGCY1PD6OT783       | Long             | DBT              | CORP              | FR        |       1500000 | PA      | $1489344.52    | 0.00%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      26106000 | PA      | $15480822.60   | 0.01%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      22993000 | PA      | $21363217.91   | 0.02%             | 2037-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4100000 | PA      | $3796655.02    | 0.00%             | 2037-09-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |       3850000 | PA      | $4614798.51    | 0.00%             | 2033-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   38000000000 | PA      | $257597529.72  | 0.20%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                        | SEGRO PLC                      | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |       1600000 | PA      | $1600191.91    | 0.00%             | 2037-10-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| In'li SA                                                                         | IN'LI                          | CUSIP: AZ2976761<br>LEI: 969500X711HT6Q60P382 | Long             | DBT              | CORP              | FR        |        900000 | PA      | $947567.62     | 0.00%             | 2029-07-02      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4012948.93    | 0.00%             | 2030-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5404848.49    | 0.00%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCJ5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $952511.58     | 0.00%             | 2026-05-12      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      70000000 | PA      | $80816123.63   | 0.06%             | 2027-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       8598000 | PA      | $7912235.84    | 0.01%             | 2033-04-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EA6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       3000000 | PA      | $2156503.63    | 0.00%             | 2032-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      13990000 | PA      | $10572821.23   | 0.01%             | 2034-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBZ5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1144053.46    | 0.00%             | 2029-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |       2130000 | PA      | $1332101.84    | 0.00%             | 2029-05-21      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                        | AEGON LTD                      | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | DBT              | CORP              | BM        |       1000000 | PA      | $1410167.71    | 0.00%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZCA2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2246433.34    | 0.00%             | 2053-07-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       4700000 | PA      | $4901932.03    | 0.00%             | 2028-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     110268000 | PA      | $40614185.75   | 0.03%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2438429.91    | 0.00%             | 2031-09-13      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852PQ8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       2795000 | PA      | $2056276.39    | 0.00%             | 2028-09-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FZ4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       7346000 | PA      | $5347340.75    | 0.00%             | 2028-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      80496000 | PA      | $86781417.70   | 0.07%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $8112646.08    | 0.01%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      27246000 | PA      | $29422771.84   | 0.02%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     277950000 | PA      | $2014124.88    | 0.00%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |       1071000 | PA      | $1076357.13    | 0.00%             | 2030-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     670025000 | PA      | $155573982.07  | 0.12%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |   81900000000 | PA      | $6042096.52    | 0.00%             | 2041-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      50000000 | PA      | $57217266.00   | 0.05%             | 2026-08-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13841600000 | PA      | $63222829.43   | 0.05%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       5179000 | PA      | $5395412.54    | 0.00%             | 2029-09-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                                         | CENT JAPAN RAIL                | CUSIP: BRS96G6M5<br>LEI: 353800YAR3OVUITHTG64 | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3652155.90    | 0.00%             | 2029-12-18      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     278500000 | PA      | $10896293.38   | 0.01%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       1152000 | PA      | $885449.04     | 0.00%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                     | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |       3500000 | PA      | $4103346.55    | 0.00%             | 2039-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      49138964 | PA      | $51877554.44   | 0.04%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBZ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       4350000 | PA      | $3367280.23    | 0.00%             | 2033-05-26      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      41136000 | PA      | $31908857.42   | 0.03%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      23896400 | PA      | $30300625.40   | 0.02%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827EW3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |         12000 | PA      | $10392.30      | 0.00%             | 2031-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5998788.98    | 0.00%             | 2033-05-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                    | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  195520000000 | PA      | $27234251.70   | 0.02%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317BD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $1861282.46    | 0.00%             | 2054-05-17      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |       5000000 | PA      | $6770040.59    | 0.01%             | 2030-02-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                     | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |        640000 | PA      | $353563.35     | 0.00%             | 2030-08-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      97700000 | PA      | $68427043.28   | 0.05%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       3920000 | PA      | $4776972.75    | 0.00%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       1500000 | PA      | $1521119.28    | 0.00%             | 2030-01-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       5150000 | PA      | $5950516.02    | 0.00%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       8000000 | PA      | $9286255.69    | 0.01%             | 2026-11-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      20000000 | PA      | $12550354.29   | 0.01%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       6100000 | PA      | $6766919.48    | 0.01%             | 2026-07-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCJ7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       5250000 | PA      | $6153301.01    | 0.00%             | 2030-05-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5517247.65    | 0.00%             | 2029-01-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SA                                                  | RED ELECTRICA SA               | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2122311.83    | 0.00%             | 2028-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       8749000 | PA      | $4632513.90    | 0.00%             | 2047-02-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |       1762000 | PA      | $1052357.87    | 0.00%             | 2032-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       5900000 | PA      | $3950568.96    | 0.00%             | 2033-06-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    1000000000 | PA      | $6917917.19    | 0.01%             | 2029-05-29      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5724912.18    | 0.00%             | 2173-12-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                             | NORDEA KREDIT                  | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |     214000000 | PA      | $32089931.70   | 0.03%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4500550000 | PA      | $27046577.42   | 0.02%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |       1590000 | PA      | $1403341.00    | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      22691000 | PA      | $23921281.17   | 0.02%             | 2029-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      15000000 | PA      | $19313706.31   | 0.02%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |       3400000 | PA      | $3497905.00    | 0.00%             | 2174-02-09      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       6436000 | PA      | $6293943.84    | 0.00%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      25000000 | PA      | $28818023.43   | 0.02%             | 2033-01-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       6827000 | PA      | $6756184.67    | 0.01%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAU4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1691000 | PA      | $1244719.76    | 0.00%             | 2041-06-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6936968.42    | 0.01%             | 2029-09-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       1400000 | PA      | $1550182.38    | 0.00%             | 2028-02-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      63116000 | PA      | $30432910.45   | 0.02%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |      50000000 | PA      | $5088051.32    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 026657AU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5822104.52    | 0.00%             | 2027-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS NV                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3335455.05    | 0.00%             | 2026-05-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      19265000 | PA      | $10821308.72   | 0.01%             | 2028-05-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |        984000 | PA      | $595856.27     | 0.00%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      26035000 | PA      | $27194441.11   | 0.02%             | 2031-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    4600000000 | PA      | $31940652.40   | 0.03%             | 2026-05-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45834ZAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       2943000 | PA      | $1833333.16    | 0.00%             | 2044-05-30      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11453900000 | PA      | $49502140.81   | 0.04%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       1249000 | PA      | $1236461.03    | 0.00%             | 2030-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6689800000 | PA      | $45790478.54   | 0.04%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       2908000 | PA      | $2590649.68    | 0.00%             | 2034-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAM3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2236331.13    | 0.00%             | 2054-06-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |       4500000 | PA      | $4921845.72    | 0.00%             | 2028-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       9029000 | PA      | $11571867.83   | 0.01%             | 2027-07-24      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3171128.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1745550000 | PA      | $13308490.48   | 0.01%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $8881177.35    | 0.01%             | 2026-07-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      96489000 | PA      | $113680698.64  | 0.09%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   51968000000 | PA      | $28790359.74   | 0.02%             | 2070-09-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       1600000 | PA      | $1866384.09    | 0.00%             | 2027-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       4421000 | PA      | $3275837.86    | 0.00%             | 2037-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      13600000 | PA      | $15104951.49   | 0.01%             | 2027-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     140000000 | PA      | $189763503.86  | 0.15%             | 2032-10-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       2000000 | PA      | $2200396.95    | 0.00%             | 2083-06-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $534295.18     | 0.00%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      12000000 | PA      | $13453922.10   | 0.01%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: ZP3179246<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       3900000 | PA      | $4307567.32    | 0.00%             | 2027-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   17377950000 | PA      | $109726573.76  | 0.09%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      37832000 | PA      | $28182233.09   | 0.02%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                           | EQT                            | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |       3500000 | PA      | $3886544.00    | 0.00%             | 2028-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      56167000 | PA      | $40491558.27   | 0.03%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                            | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |       1464000 | PA      | $1650585.96    | 0.00%             | 2029-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                         | NAT GRD ELCT EM                | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2324671.56    | 0.00%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | EUROFIMA                       | CUSIP: 298713AK4<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | CORP              | N/A       |       1330000 | PA      | $994889.98     | 0.00%             | 2027-03-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNIQA Insurance Group AG                                                         | UNIQA INSURANCE                | CUSIP: N/A<br>LEI: 529900OOW8ELHOXWZP82       | Long             | DBT              | CORP              | AT        |        900000 | PA      | $1043441.34    | 0.00%             | 2046-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                   | JYSKE BANK A/S                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |       5000000 | PA      | $6005392.37    | 0.00%             | 2029-11-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      66750000 | PA      | $49521203.31   | 0.04%             | 2027-12-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      55283000 | PA      | $29958032.54   | 0.02%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |        800000 | PA      | $755832.24     | 0.00%             | 2033-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $12080653.29   | 0.01%             | 2030-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       6062000 | PA      | $6351075.18    | 0.01%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BK8<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $605206.96     | 0.00%             | 2027-10-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-485987.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12000420.29   | 0.01%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Bank PLC                                                              | CLYDESDALE BANK                | CUSIP: N/A<br>LEI: NHXOBHMY8K53VRC7MZ54       | Long             | DBT              | CORP              | GB        |       6367000 | PA      | $8541028.65    | 0.01%             | 2026-06-08      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WPP Finance Deutschland GmbH                                                     | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300187TP95ZWG8155       | Long             | DBT              | CORP              | DE        |       3769000 | PA      | $4012371.96    | 0.00%             | 2030-03-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |       8684000 | PA      | $9317036.60    | 0.01%             | 2174-01-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       8200000 | PA      | $8898755.09    | 0.01%             | 2027-06-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: N/A<br>LEI: 549300E707U7WNPZN687       | Long             | DBT              | CORP              | US        |       1139000 | PA      | $1175541.26    | 0.00%             | 2031-08-05      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Colombian TES                                                                    | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  107575500000 | PA      | $23321808.93   | 0.02%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1738361.55    | 0.00%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2017                                                                 | WPP FINANCE 2017               | CUSIP: N/A<br>LEI: 549300IYY97T872E8L21       | Long             | DBT              | CORP              | GB        |       2067000 | PA      | $2489402.34    | 0.00%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AP6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       1891000 | PA      | $1570801.00    | 0.00%             | 2039-11-04      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                         | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |      12800000 | PA      | $15049329.98   | 0.01%             | 2038-10-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |       4530000 | PA      | $4935277.23    | 0.00%             | 2027-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      43790000 | PA      | $49245086.41   | 0.04%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGR9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       7000000 | PA      | $8379539.13    | 0.01%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      30000000 | PA      | $34749598.12   | 0.03%             | 2033-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |        500000 | PA      | $260691.81     | 0.00%             | 2042-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       3680000 | PA      | $4383206.15    | 0.00%             | 2031-06-06      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       6400000 | PA      | $6838631.02    | 0.01%             | 2029-04-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |        969000 | PA      | $1303349.65    | 0.00%             | 2037-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCL3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       3295000 | PA      | $2482951.24    | 0.00%             | 2029-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7473955.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5173709.03    | 0.00%             | 2030-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      10800000 | PA      | $11356765.94   | 0.01%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      38316000 | PA      | $8464839.98    | 0.01%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       4642000 | PA      | $4888337.64    | 0.00%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       3608000 | PA      | $4600290.40    | 0.00%             | 2026-09-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFH2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       2880000 | PA      | $1648904.24    | 0.00%             | 2050-05-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       4600000 | PA      | $5362666.10    | 0.00%             | 2030-05-03      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     300000000 | PA      | $2085998.32    | 0.00%             | 2026-07-13      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4906399.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $3989813.41    | 0.00%             | 2030-11-09      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                     | COFINIMMO                      | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |       2100000 | PA      | $2247172.64    | 0.00%             | 2028-01-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       9700000 | PA      | $10875999.83   | 0.01%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      20000000 | PA      | $22946338.00   | 0.02%             | 2027-09-03      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     230000000 | PA      | $33116598.83   | 0.03%             | 2028-01-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      17780000 | PA      | $19236902.27   | 0.02%             | 2041-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                                                  | INMOBILIARIA COL               | CUSIP: AQ1249962<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |       1000000 | PA      | $1107101.73    | 0.00%             | 2029-11-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $4932738.06    | 0.00%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      32336000 | PA      | $21243925.43   | 0.02%             | 2028-09-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      26184000 | PA      | $28988692.72   | 0.02%             | 2027-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1300000000 | PA      | $41802754.08   | 0.03%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| de Volksbank NV                                                                  | VOLKSBANK NV                   | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3313564.64    | 0.00%             | 2026-06-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCD3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1601378.06    | 0.00%             | 2053-09-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6581102.01    | 0.01%             | 2027-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Programa Cedulas TDA Fondo de Titulizacion de Activos                            | PROGRAMA CEDULAS               | CUSIP: N/A<br>LEI: 959800B2SA7684UFA098       | Long             | DBT              | CORP              | ES        |       4200000 | PA      | $4941137.90    | 0.00%             | 2027-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      12658000 | PA      | $3494089.22    | 0.00%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AR1<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |       4607000 | PA      | $5788802.86    | 0.00%             | 2028-07-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AK1<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       1193000 | PA      | $714143.77     | 0.00%             | 2049-04-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       4000000 | PA      | $4714786.53    | 0.00%             | 2048-06-08      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      29202000 | PA      | $30706027.27   | 0.02%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       1073000 | PA      | $1185959.11    | 0.00%             | 2028-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      27603000 | PA      | $7822804.97    | 0.01%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $8407208.79    | 0.01%             | 2071-03-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2686241.43    | 0.00%             | 2029-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $6277720.46    | 0.00%             | 2031-05-22      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |       1541000 | PA      | $2138299.43    | 0.00%             | 2029-05-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      32693000 | PA      | $22294452.78   | 0.02%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       4000000 | PA      | $4625238.32    | 0.00%             | 2030-03-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      11530000 | PA      | $6488951.01    | 0.01%             | 2052-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       3416000 | PA      | $4596331.81    | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      13700000 | PA      | $18818203.12   | 0.01%             | 2033-11-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1268669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $6865176.00    | 0.01%             | 2028-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |        316000 | PA      | $404743.04     | 0.00%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBE2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       2668000 | PA      | $1802218.90    | 0.00%             | 2048-03-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $7266014.83    | 0.01%             | 2047-03-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $17452026.38   | 0.01%             | 2029-12-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       2457000 | PA      | $2498701.38    | 0.00%             | 2029-09-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     233063000 | PA      | $312113324.46  | 0.25%             | 2027-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                  | WP CAREY INC                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |       8339000 | PA      | $9335032.35    | 0.01%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                       | HYUNDAI CAP CAN                | CUSIP: 44932WAD2<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1521497.61    | 0.00%             | 2028-03-08      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-236185.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      24939000 | PA      | $17432316.61   | 0.01%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       9400000 | PA      | $10708871.06   | 0.01%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| London Power Networks PLC                                                        | LONDON POWER                   | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |        238000 | PA      | $326068.81     | 0.00%             | 2027-06-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       4408000 | PA      | $2795450.81    | 0.00%             | 2026-12-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2252378.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     167126000 | PA      | $15659269.57   | 0.01%             | 2039-05-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AR0736298<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |       7500000 | PA      | $51544.16      | 0.00%             | 2028-02-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       1900000 | PA      | $2113684.75    | 0.00%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-138442.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Finance PLC                                                      | LEGAL & GENL FIN               | CUSIP: EC3157236<br>LEI: 213800AJC8I72ZCD2E71 | Long             | DBT              | CORP              | GB        |       3413000 | PA      | $4793845.51    | 0.00%             | 2031-12-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 86721ZAN9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |       1113000 | PA      | $709826.61     | 0.00%             | 2046-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-38540915.64  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       2310000 | PA      | $1455285.74    | 0.00%             | 2027-03-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      27700000 | PA      | $7321847.69    | 0.01%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Affordable Housing Finance PLC                                                   | AFFORDABLE HSG                 | CUSIP: N/A<br>LEI: 213800CUPSEPGZJDL997       | Long             | DBT              | CORP              | GB        |       1307000 | PA      | $1241085.64    | 0.00%             | 2045-08-11      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      61883000 | PA      | $38753812.64   | 0.03%             | 2030-08-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     340000000 | PA      | $10961133.84   | 0.01%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |       5000000 | PA      | $3291015.39    | 0.00%             | 2031-01-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      74000000 | PA      | $44493057.08   | 0.04%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8820320.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     247100000 | PA      | $60914714.05   | 0.05%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      51634000 | PA      | $42830736.09   | 0.03%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |       6500000 | PA      | $7456645.30    | 0.01%             | 2028-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |        700000 | PA      | $575639.06     | 0.00%             | 2036-11-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      16800000 | PA      | $18234599.02   | 0.01%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      25000000 | PA      | $16408057.35   | 0.01%             | 2029-07-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZAD8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $1095137.03    | 0.00%             | 2035-12-03      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       2800000 | PA      | $1367814.86    | 0.00%             | 2071-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      14000000 | PA      | $16141775.79   | 0.01%             | 2031-02-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      12500000 | PA      | $14851210.00   | 0.01%             | 2029-04-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |       5105000 | PA      | $3648023.15    | 0.00%             | 2029-05-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3429234.68    | 0.00%             | 2028-01-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |        200000 | PA      | $216716.32     | 0.00%             | 2028-07-24      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     380028000 | PA      | $438557578.92  | 0.35%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                              | ESSILORLUXOTTICA               | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | DBT              | CORP              | FR        |       9800000 | PA      | $10461237.91   | 0.01%             | 2028-06-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27637528.20  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      22000000 | PA      | $26171588.34   | 0.02%             | 2028-10-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |       4459000 | PA      | $3176061.00    | 0.00%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     584000000 | PA      | $60667923.56   | 0.05%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       5100000 | PA      | $5969969.48    | 0.00%             | 2173-07-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $171128.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       2073000 | PA      | $2000636.66    | 0.00%             | 2039-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       5500000 | PA      | $6374451.33    | 0.01%             | 2030-05-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      51149000 | PA      | $50455744.36   | 0.04%             | 2031-08-01      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| EQT AB                                                                           | EQT                            | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |       5400000 | PA      | $5776238.62    | 0.00%             | 2032-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      17067000 | PA      | $18828538.05   | 0.01%             | 2028-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       2501000 | PA      | $2777641.12    | 0.00%             | 2028-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       8500000 | PA      | $9607863.06    | 0.01%             | 2030-08-24      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     262516000 | PA      | $261138869.71  | 0.21%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6042031.26    | 0.00%             | 2045-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     157924450 | PA      | $31749781.86   | 0.03%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      14320000 | PA      | $9564659.79    | 0.01%             | 2028-08-23      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Finning International Inc                                                        | FINNING INTL INC               | CUSIP: 318071AG2<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |       6900000 | PA      | $5141401.41    | 0.00%             | 2028-05-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23213158.29   | 0.02%             | 2028-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       3139000 | PA      | $4193679.67    | 0.00%             | 2026-10-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                        | ALSTOM S                       | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |       3400000 | PA      | $3438482.25    | 0.00%             | 2029-01-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: N/A<br>LEI: 549300JE3W6CWY2NAN77       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5418018.44    | 0.00%             | 2037-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |      17500000 | PA      | $19058110.98   | 0.02%             | 2027-05-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    8190000000 | PA      | $9493554.03    | 0.01%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                              | MONTE DEI PASCHI               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11725560.17   | 0.01%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      62154000 | PA      | $47207774.29   | 0.04%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       2400000 | PA      | $3099544.75    | 0.00%             | 2054-09-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $9690502.97    | 0.01%             | 2031-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BN2<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |        592000 | PA      | $422794.20     | 0.00%             | 2026-07-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     108531000 | PA      | $121083395.93  | 0.10%             | 2043-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       4913000 | PA      | $5243182.05    | 0.00%             | 2028-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      20000000 | PA      | $15133795.31   | 0.01%             | 2052-09-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $4052751.49    | 0.00%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      20000000 | PA      | $5085599.07    | 0.00%             | 2037-08-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $65701.97      | 0.00%             | 2031-07-15      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCA0<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      20771000 | PA      | $15229739.86   | 0.01%             | 2028-08-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAT5<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       2355000 | PA      | $1721994.76    | 0.00%             | 2054-01-10      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6214002.71    | 0.00%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      12400000 | PA      | $14181214.76   | 0.01%             | 2027-09-21      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFR9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       6400000 | PA      | $4802443.75    | 0.00%             | 2032-11-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                     | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 5U0XI89JRFVHWIBS4F54       | Long             | DBT              | CORP              | JP        |       4913000 | PA      | $5443986.74    | 0.00%             | 2026-06-18      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |       7500000 | PA      | $7945315.61    | 0.01%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CH3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       1455000 | PA      | $1628101.90    | 0.00%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |       7275000 | PA      | $6049574.88    | 0.00%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      75969000 | PA      | $52781048.62   | 0.04%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $7962076.64    | 0.01%             | 2028-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Aspire Defence Finance PLC                                                       | ASPIRE DEFENCE                 | CUSIP: N/A<br>LEI: 213800EQV9JHWCGV7H79       | Long             | DBT              | CORP              | GB        |       1276598 | PA      | $1614772.88    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                      | HOCHTIEF AKTIENG               | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | DBT              | CORP              | DE        |       4998000 | PA      | $5156320.48    | 0.00%             | 2029-04-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       5708000 | PA      | $4222614.52    | 0.00%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       1100000 | PA      | $1415481.17    | 0.00%             | 2033-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       7774000 | PA      | $5233525.82    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3515386.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      54065435 | PA      | $62514414.42   | 0.05%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       5720000 | PA      | $4101200.58    | 0.00%             | 2030-04-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      19044000 | PA      | $24303802.37   | 0.02%             | 2028-07-22      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Manchester                                                         | UNIV OF MANCHEST               | CUSIP: EJ7285376<br>LEI: 213800L6WZJ6FSGIEJ60 | Long             | DBT              | CORP              | GB        |        957000 | PA      | $985735.41     | 0.00%             | 2053-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |       8000000 | PA      | $9642779.15    | 0.01%             | 2032-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |        238000 | PA      | $361973.03     | 0.00%             | 2033-01-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7530600000 | PA      | $38706509.77   | 0.03%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5864717.82    | 0.00%             | 2030-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: ZP3538151<br>LEI: N/A                  | Long             | DBT              | NUSS              | PT        |      36570000 | PA      | $37731373.17   | 0.03%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                    | SCENTRE GROUP TR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |       4461000 | PA      | $4881679.65    | 0.00%             | 2028-04-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1509766.72    | 0.00%             | 2032-08-16      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AF0<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       1054000 | PA      | $878358.00     | 0.00%             | 2037-10-16      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12160750000 | PA      | $75870832.50   | 0.06%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      61370000 | PA      | $77091185.90   | 0.06%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KG2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       1872000 | PA      | $1015258.95    | 0.00%             | 2058-06-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      22578699 | PA      | $15212036.16   | 0.01%             | 2053-06-22      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: AX7282384<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $5912703.90    | 0.00%             | 2029-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5925074.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       7930000 | PA      | $8536962.40    | 0.01%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $4491864.66    | 0.00%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |       7552000 | PA      | $9681691.25    | 0.01%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BS0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       3500000 | PA      | $3894623.04    | 0.00%             | 2027-03-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freshwater Finance PLC                                                           | FRESHWATER FIN                 | CUSIP: EF7379946<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |       2108000 | PA      | $2482635.54    | 0.00%             | 2036-10-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      14100000 | PA      | $14301228.68   | 0.01%             | 2031-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      14000000 | PA      | $14824994.31   | 0.01%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DF6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1400000 | PA      | $1047767.58    | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Athabasca Indigenous Midstream LP                                                | ATHABASCA MID LP               | CUSIP: 04682BAA0<br>LEI: 254900DBGQ581W2ALB89 | Long             | DBT              | CORP              | CA        |        396458 | PA      | $308257.51     | 0.00%             | 2042-02-05      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $5728187.93    | 0.00%             | 2041-01-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $10694376.54   | 0.01%             | 2032-01-22      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1747986.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      46150000 | PA      | $33407642.21   | 0.03%             | 2028-03-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11321550000 | PA      | $82959983.94   | 0.07%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                                                          | TRITAX BIG BOX                 | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1446780.26    | 0.00%             | 2033-11-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DT1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      15094000 | PA      | $10913258.71   | 0.01%             | 2026-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-59041.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                     | FORD CRED CANADA               | CUSIP: 34527ACW8<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1828281.23    | 0.00%             | 2027-02-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       3987000 | PA      | $4570575.02    | 0.00%             | 2031-04-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: EJ3468919<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |     148395000 | PA      | $171282348.57  | 0.14%             | 2027-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       1500000 | PA      | $1598149.49    | 0.00%             | 2029-02-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1308731.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZAL8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $2090204.55    | 0.00%             | 2031-04-02      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     118468000 | PA      | $76428702.25   | 0.06%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBK5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       2695000 | PA      | $1943601.51    | 0.00%             | 2043-10-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-187                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     195000000 | PA      | $223632446.65  | 0.18%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                            | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5184374.82    | 0.00%             | 2028-12-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      13000000 | PA      | $15389933.26   | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   58000000000 | PA      | $41601998.45   | 0.03%             | 2027-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      11000000 | PA      | $11238960.20   | 0.01%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14731492.76  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $3915622.57    | 0.00%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-BTP Future   Jun25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          2554 | NC      | $3837447.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      12019000 | PA      | $6011884.11    | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       1853000 | PA      | $2464666.37    | 0.00%             | 2027-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HLDG                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | DBT              | CORP              | JP        |     700000000 | PA      | $4814592.95    | 0.00%             | 2028-09-14      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: AU2694738<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       1000000 | PA      | $1101059.22    | 0.00%             | 2027-09-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 021374AF0<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1103577.94    | 0.00%             | 2054-05-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CAISSE NA REA MU               | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3503211.17    | 0.00%             | 2028-09-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4720892.14    | 0.00%             | 2031-04-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      80000000 | PA      | $95009444.57   | 0.07%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                                   | BPER BANCA                     | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      31700000 | PA      | $37513877.01   | 0.03%             | 2028-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Finance Europe SA                                                 | CNH IND FIN                    | CUSIP: N/A<br>LEI: 5493007GVB1I2FDSS786       | Long             | DBT              | CORP              | LU        |       2200000 | PA      | $2448996.58    | 0.00%             | 2027-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |       9500000 | PA      | $9970494.46    | 0.01%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       4217000 | PA      | $4588186.52    | 0.00%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AT5926718<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $951114.14     | 0.00%             | 2048-07-31      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      24867000 | PA      | $27245277.02   | 0.02%             | 2027-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  446806000000 | PA      | $27764559.83   | 0.02%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8238989.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HB6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       4200000 | PA      | $3241587.78    | 0.00%             | 2033-08-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |       2900000 | PA      | $3193648.95    | 0.00%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     959882000 | PA      | $27374636.40   | 0.02%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      68554000 | PA      | $15762204.18   | 0.01%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      71028000 | PA      | $96232616.86   | 0.08%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DA5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       8413000 | PA      | $7689525.79    | 0.01%             | 2033-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       1191000 | PA      | $1443232.21    | 0.00%             | 2057-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $4481375.94    | 0.00%             | 2034-11-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-22270524.44  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       3800000 | PA      | $3671022.50    | 0.00%             | 2032-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     420000000 | PA      | $484404529.59  | 0.38%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9337900000 | PA      | $68487350.91   | 0.05%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Network Rail Infrastructure Finance PLC                                          | NETWRK RAIL INFR               | CUSIP: N/A<br>LEI: 213800H88F5EE4B1D697       | Long             | DBT              | CORP              | GB        |       4367000 | PA      | $5857266.78    | 0.00%             | 2030-12-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   65000000000 | PA      | $46428606.05   | 0.04%             | 2027-12-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |        502000 | PA      | $643406.85     | 0.00%             | 2031-03-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |      52357000 | PA      | $58254771.58   | 0.05%             | 2026-06-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       1924000 | PA      | $1056911.71    | 0.00%             | 2041-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FC7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       6172000 | PA      | $5767267.28    | 0.00%             | 2032-10-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-162821.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPB Finance Trust                                                                | OPB FINANCE TR                 | CUSIP: 67103MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $668606.27     | 0.00%             | 2042-07-04      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                      | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |     200000000 | PA      | $20993430.24   | 0.02%             | 2029-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| de Volksbank NV                                                                  | SNS BANK                       | CUSIP: QZ8314606<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $2465665.60    | 0.00%             | 2031-10-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      23000000 | PA      | $22340137.69   | 0.02%             | 2031-04-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: AO1139366<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       1818000 | PA      | $1759899.64    | 0.00%             | 2037-07-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |       1219000 | PA      | $1068764.54    | 0.00%             | 2036-08-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |       7511000 | PA      | $8696028.72    | 0.01%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: N/A<br>LEI: 1FOLRR5RWTWWI397R131       | Long             | DBT              | NUSS              | SE        |      25000000 | PA      | $28665516.26   | 0.02%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       8000000 | PA      | $8237944.83    | 0.01%             | 2030-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |       3100000 | PA      | $3294747.84    | 0.00%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     434000000 | PA      | $2974685.72    | 0.00%             | 2028-05-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6341832.41    | 0.01%             | 2039-10-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |       4887000 | PA      | $5456332.58    | 0.00%             | 2027-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |      20400000 | PA      | $23655644.76   | 0.02%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      16502000 | PA      | $18396659.74   | 0.01%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-188                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     130000000 | PA      | $150043244.30  | 0.12%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BE5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       4136000 | PA      | $3658606.87    | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       5549000 | PA      | $6717468.73    | 0.01%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZAY0<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |        652000 | PA      | $328760.53     | 0.00%             | 2051-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       1324000 | PA      | $1485071.98    | 0.00%             | 2026-07-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: N/A<br>LEI: HL3H1H2BGXWVG3BSWR90       | Long             | DBT              | CORP              | US        |       1228000 | PA      | $1393989.76    | 0.00%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $6553580.83    | 0.01%             | 2035-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FY4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       3540000 | PA      | $2622829.55    | 0.00%             | 2026-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      14640000 | PA      | $17299536.44   | 0.01%             | 2030-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       2028000 | PA      | $2549208.99    | 0.00%             | 2028-02-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     317146697 | PA      | $364856179.96  | 0.29%             | 2030-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     160000000 | PA      | $882184.25     | 0.00%             | 2055-03-19      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |       4669000 | PA      | $4312887.65    | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      87741000 | PA      | $101538875.07  | 0.08%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZCC8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       4375000 | PA      | $3123141.32    | 0.00%             | 2054-10-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CPIF Finance Pty Ltd                                                             | CPIF FINANCE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |       3800000 | PA      | $2102257.35    | 0.00%             | 2030-10-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $280070.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       6000000 | PA      | $4485725.08    | 0.00%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27929833.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     476380000 | PA      | $25391305.42   | 0.02%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $7602836.92    | 0.01%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: AZ1695297<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      25500000 | PA      | $5569316.15    | 0.00%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28825489.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      12837000 | PA      | $14741797.27   | 0.01%             | 2043-02-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6304137.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northwestern Hydro Acquisition Co II LP                                          | NORTHWESTERN HYD               | CUSIP: 66815PAA8<br>LEI: 5493009PMN30L0XHJ570 | Long             | DBT              | CORP              | CA        |       2040000 | PA      | $1326778.95    | 0.00%             | 2036-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       3000000 | PA      | $3754399.26    | 0.00%             | 2032-07-06      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     103000000 | PA      | $107762907.98  | 0.09%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       3900000 | PA      | $4537439.29    | 0.00%             | 2034-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4121665.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      94095324 | PA      | $55716965.37   | 0.04%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $11596467.32   | 0.01%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: BG7387338<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $815375.72     | 0.00%             | 2050-03-31      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2735220.83    | 0.00%             | 2027-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |      20000000 | PA      | $23244477.07   | 0.02%             | 2028-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9349736.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1996634.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                            | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7700461.65    | 0.01%             | 2041-07-31      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                        | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |       5262000 | PA      | $5161271.81    | 0.00%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       8300000 | PA      | $9456734.89    | 0.01%             | 2032-04-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5700000 | PA      | $5972205.93    | 0.00%             | 2034-11-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       3000000 | PA      | $3206994.56    | 0.00%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24718345.78  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     113902000 | PA      | $26697454.14   | 0.02%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1323669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBS4<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2109000 | PA      | $1332083.47    | 0.00%             | 2048-05-11      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17343389.65   | 0.01%             | 2027-08-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highland Holdings Sarl                                                           | HIGHLAND HOLDING               | CUSIP: N/A<br>LEI: 549300WGY8GPJM4PQR36       | Long             | DBT              | CORP              | LU        |       8700000 | PA      | $9527463.36    | 0.01%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: N/A<br>LEI: 549300DSFX2IE88NSX47       | Long             | DBT              | CORP              | US        |       4629000 | PA      | $4495092.73    | 0.00%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                       | NAV CANADA                     | CUSIP: 62895ZAP5<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |       3428000 | PA      | $2045120.53    | 0.00%             | 2048-03-30      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      68082000 | PA      | $84886757.26   | 0.07%             | 2028-01-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      50862000 | PA      | $65513306.81   | 0.05%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     140000000 | PA      | $19922966.90   | 0.02%             | 2031-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 21 Ltd                                               | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |       3200000 | PA      | $3242027.85    | 0.00%             | 2029-11-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |        735000 | PA      | $467597.34     | 0.00%             | 2028-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UX1<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      10481000 | PA      | $7129216.34    | 0.01%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     129364000 | PA      | $141435622.67  | 0.11%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3431973.00    | 0.00%             | 2028-07-27      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7106647.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                     | UNILEVER PLC                   | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $128850.73     | 0.00%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |       8000000 | PA      | $9372552.62    | 0.01%             | 2033-02-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZR4755156<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      24400000 | PA      | $163795.42     | 0.00%             | 2029-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAF3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       2334000 | PA      | $1564590.11    | 0.00%             | 2042-06-30      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8381900000 | PA      | $58254679.85   | 0.05%             | 2026-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |        884000 | PA      | $910578.31     | 0.00%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FP7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       4650000 | PA      | $3632869.00    | 0.00%             | 2035-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       7402000 | PA      | $5501434.75    | 0.00%             | 2033-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $5467075.17    | 0.00%             | 2032-12-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |        977000 | PA      | $1073463.04    | 0.00%             | 2027-07-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     100351000 | PA      | $34834953.41   | 0.03%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $680957.44     | 0.00%             | 2030-12-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                    | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  127955000000 | PA      | $22309798.20   | 0.02%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FortisBC Inc                                                                     | FORTISBC INC                   | CUSIP: 34958ZAC7<br>LEI: 894500C61ICFDNRMGI86 | Long             | DBT              | CORP              | CA        |       1029000 | PA      | $670636.68     | 0.00%             | 2044-10-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       1970000 | PA      | $1251669.87    | 0.00%             | 2028-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AG0<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       5415000 | PA      | $3883041.67    | 0.00%             | 2027-05-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | DT LUFTHANSA AG                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9244308.50    | 0.01%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      55510000 | PA      | $56155038.09   | 0.04%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZAW3<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       2381000 | PA      | $1710453.51    | 0.00%             | 2041-10-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fair Hydro Trust                                                                 | FAIR HYDRO                     | CUSIP: 30324RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3800000 | PA      | $2592072.17    | 0.00%             | 2038-05-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $9884432.25    | 0.01%             | 2027-03-17      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      14013000 | PA      | $13683052.08   | 0.01%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      85000000 | PA      | $16045512.54   | 0.01%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |       6515000 | PA      | $7535074.48    | 0.01%             | 2033-05-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      18300000 | PA      | $21418006.51   | 0.02%             | 2030-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1097210.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2528515.32    | 0.00%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      37296000 | PA      | $29498488.93   | 0.02%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tatra Banka as                                                                   | TATRA BANKA AS                 | CUSIP: N/A<br>LEI: 3157002JBFAI478MD587       | Long             | DBT              | CORP              | SK        |      30000000 | PA      | $34209486.72   | 0.03%             | 2028-10-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 37482ZAA9<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      12047000 | PA      | $8628587.28    | 0.01%             | 2029-09-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      24097000 | PA      | $17213466.29   | 0.01%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAN4<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       4500000 | PA      | $3241756.46    | 0.00%             | 2030-02-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $413681.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPER                | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $1383154.25    | 0.00%             | 2030-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEZ3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       2345000 | PA      | $1939096.95    | 0.00%             | 2039-09-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 1778000000000 | PA      | $106597912.10  | 0.08%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      19800000 | PA      | $23200589.31   | 0.02%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bevco Lux Sarl                                                                   | BEVCO LUX SARL                 | CUSIP: N/A<br>LEI: 529900A04GL02604LJ24       | Long             | DBT              | CORP              | LU        |       3786000 | PA      | $3810016.96    | 0.00%             | 2030-01-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $15205993.01   | 0.01%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | LIBERTY MUTUAL                 | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |       6818000 | PA      | $7732293.34    | 0.01%             | 2026-05-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $13290965.89   | 0.01%             | 2029-02-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       5149000 | PA      | $5613632.55    | 0.00%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $22342907.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Transport for London                                                             | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $2906167.74    | 0.00%             | 2064-04-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      10000000 | PA      | $11460439.16   | 0.01%             | 2030-07-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      11400000 | PA      | $8106944.33    | 0.01%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                            | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5837833.58    | 0.00%             | 2027-04-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: AS3795851<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     102850000 | PA      | $24644986.12   | 0.02%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     243700000 | PA      | $248884677.26  | 0.20%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     274660000 | PA      | $63706346.28   | 0.05%             | 2030-10-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXT6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       8049000 | PA      | $5619096.46    | 0.00%             | 2029-02-28      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       9950000 | PA      | $10994891.52   | 0.01%             | 2028-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      42435000 | PA      | $22937082.58   | 0.02%             | 2071-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Nestle SA                                                                        | NESTLE SA                      | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $6758309.04    | 0.01%             | 2034-07-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      21508000 | PA      | $24093080.66   | 0.02%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      12000000 | PA      | $13910261.93   | 0.01%             | 2027-09-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2264807.63    | 0.00%             | 2054-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AL9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       4600000 | PA      | $3037811.84    | 0.00%             | 2031-02-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $4318431.08    | 0.00%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     649690000 | PA      | $28175683.93   | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       3052000 | PA      | $1971855.01    | 0.00%             | 2026-06-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4876000 | PA      | $3863811.67    | 0.00%             | 2042-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Riverside Finance Plc                                                            | RIVERSIDE FINANC               | CUSIP: EK6192778<br>LEI: 213800JXNDC257C21Q43 | Long             | DBT              | CORP              | GB        |       1093000 | PA      | $1046714.19    | 0.00%             | 2044-12-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DekaBank Deutsche Girozentrale                                                   | DEKABANK                       | CUSIP: ZQ6159698<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2746439.17    | 0.00%             | 2026-11-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6707600000 | PA      | $34688959.98   | 0.03%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $6874410.42    | 0.01%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                       | KHFC                           | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |      22500000 | PA      | $26142688.19   | 0.02%             | 2027-04-11      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SCOTTISH & SOUTH               | CUSIP: EH5062086<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       3272000 | PA      | $4480670.67    | 0.00%             | 2038-08-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     113579038 | PA      | $127571883.77  | 0.10%             | 2034-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      17863000 | PA      | $17416581.33   | 0.01%             | 2031-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                                | UPJOHN FINANCE                 | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |       5210000 | PA      | $5046383.52    | 0.00%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $103748898.45  | 0.08%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      29680000 | PA      | $40951632.23   | 0.03%             | 2043-06-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/Australia                                               | RABOBANK UA/AU                 | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $320702.13     | 0.00%             | 2026-05-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                  | LLOYDS BANK PLC                | CUSIP: ZR6339934<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      19550000 | PA      | $19990858.28   | 0.02%             | 2029-09-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Cloverie PLC for Zurich Insurance Co Ltd                                         | CLOVERIE PLC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      25000000 | PA      | $27026952.78   | 0.02%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       2800000 | PA      | $3093550.70    | 0.00%             | 2026-09-14      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                      | BC INV MAN                     | CUSIP: 110610AA0<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      11000000 | PA      | $8717515.16    | 0.01%             | 2033-06-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   45000000000 | PA      | $31806525.50   | 0.03%             | 2035-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $12659711.76   | 0.01%             | 2029-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    2202870000 | PA      | $97164696.49   | 0.08%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       4700000 | PA      | $3630935.80    | 0.00%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |        985000 | PA      | $1241596.35    | 0.00%             | 2029-09-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   17048200000 | PA      | $95549747.74   | 0.08%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      37804000 | PA      | $43774707.30   | 0.03%             | 2028-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $1408945.67    | 0.00%             | 2041-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      32628000 | PA      | $34934373.04   | 0.03%             | 2029-01-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                         | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |       1093000 | PA      | $1080605.32    | 0.00%             | 2030-07-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $6448869.92    | 0.01%             | 2030-05-12      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      10000000 | PA      | $7584536.14    | 0.01%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3277010.08    | 0.00%             | 2031-09-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA Logistics Europe Master SCA                                                  | AXA LEM                        | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $3271183.68    | 0.00%             | 2026-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      16500000 | PA      | $19229491.10   | 0.02%             | 2029-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA PWR                | CUSIP: 66988ZAX7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       2300000 | PA      | $1797601.32    | 0.00%             | 2035-11-14      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5151460.77    | 0.00%             | 2033-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      23496206 | PA      | $31217683.49   | 0.02%             | 2035-03-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BU6<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $2977929.78    | 0.00%             | 2026-07-13      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      98191213 | PA      | $104569338.69  | 0.08%             | 2045-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      13956000 | PA      | $15602826.62   | 0.01%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBR4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       3137000 | PA      | $2026916.82    | 0.00%             | 2045-12-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $662091.34     | 0.00%             | 2032-11-25      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1200000000 | PA      | $7897222.83    | 0.01%             | 2031-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       4786000 | PA      | $4765118.93    | 0.00%             | 2031-05-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAN1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       3244000 | PA      | $2078057.78    | 0.00%             | 2049-04-03      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      15500000 | PA      | $17146322.65   | 0.01%             | 2026-05-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       7346000 | PA      | $3184300.46    | 0.00%             | 2040-04-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     154557000 | PA      | $131482062.31  | 0.10%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Waste Management of Canada Corp                                                  | WASTE MNGMT                    | CUSIP: 94107TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1897000 | PA      | $1366474.49    | 0.00%             | 2026-09-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     145000000 | PA      | $20927572.01   | 0.02%             | 2028-10-14      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |        985000 | PA      | $1262693.50    | 0.00%             | 2030-07-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4996650000 | PA      | $34664460.32   | 0.03%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6666910.00    | 0.01%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT INTL FIN SERV               | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |       3696000 | PA      | $3858668.06    | 0.00%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance II BV                                                  | LYB INT FINANCE                | CUSIP: N/A<br>LEI: 549300ZSNDBYN4Z4VZ93       | Long             | DBT              | CORP              | NL        |       4461000 | PA      | $4935802.69    | 0.00%             | 2026-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   50000000000 | PA      | $37190647.20   | 0.03%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      12190000 | PA      | $13482891.59   | 0.01%             | 2027-07-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      19503000 | PA      | $21317941.21   | 0.02%             | 2028-01-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      50000000 | PA      | $11636450.63   | 0.01%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                              | SOUTHERN WATER S               | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |       3301000 | PA      | $3847721.47    | 0.00%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  120000000000 | PA      | $80389869.86   | 0.06%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1488669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: AZ5661402<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5249687.05    | 0.00%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6843440.29    | 0.01%             | 2031-02-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: AQ6887402<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       3700000 | PA      | $4079389.90    | 0.00%             | 2028-01-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VIA Outlets BV                                                                   | VIA OUTLETS BV                 | CUSIP: N/A<br>LEI: 2594009AT1MND8D7E216       | Long             | DBT              | CORP              | NL        |       2400000 | PA      | $2584524.22    | 0.00%             | 2028-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       7316000 | PA      | $8033690.59    | 0.01%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      12400000 | PA      | $12881573.94   | 0.01%             | 2029-03-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3651564.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222BB9<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       2125000 | PA      | $1588247.29    | 0.00%             | 2029-05-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       5713000 | PA      | $3773064.36    | 0.00%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BQ6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       2140000 | PA      | $1539661.70    | 0.00%             | 2026-04-16      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3887697.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      60000000 | PA      | $269660.51     | 0.00%             | 2057-03-19      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       4600000 | PA      | $5521179.80    | 0.00%             | 2028-10-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1500000000 | PA      | $51453147.73   | 0.04%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $6732582.27    | 0.01%             | 2030-01-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $11930319.26   | 0.01%             | 2035-01-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      11800000 | PA      | $10916035.66   | 0.01%             | 2033-02-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBX7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       4467000 | PA      | $2769143.72    | 0.00%             | 2049-06-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14000000000 | PA      | $85012145.75   | 0.07%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      62019000 | PA      | $83906320.68   | 0.07%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CM2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       4892000 | PA      | $3003768.90    | 0.00%             | 2047-08-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |        500000 | PA      | $608107.29     | 0.00%             | 2029-11-15      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     174730000 | PA      | $115891816.56  | 0.09%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Greene King Finance PLC                                                          | GREENE KING FIN                | CUSIP: EF3958438<br>LEI: 213800QIJMYMW6TSBG41 | Long             | DBT              | CORP              | GB        |        386130 | PA      | $507254.36     | 0.00%             | 2034-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SACA                                                              | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       3800000 | PA      | $4389627.67    | 0.00%             | 2047-06-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     199400000 | PA      | $1429811.94    | 0.00%             | 2027-06-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |       6150000 | PA      | $6031433.68    | 0.00%             | 2031-06-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |       1818000 | PA      | $1930926.29    | 0.00%             | 2029-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                         | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |        800000 | PA      | $903970.66     | 0.00%             | 2034-01-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   63000000000 | PA      | $49669926.84   | 0.04%             | 2033-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAK7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |        100000 | PA      | $112033.01     | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       3600000 | PA      | $4662356.37    | 0.00%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      68162000 | PA      | $16834514.91   | 0.01%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      16683000 | PA      | $17307120.63   | 0.01%             | 2042-07-04      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      75008000 | PA      | $85218550.23   | 0.07%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |       1636000 | PA      | $1867434.04    | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      18367000 | PA      | $20180697.79   | 0.02%             | 2027-10-08      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28882303.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3468669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1162773.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4556893.81    | 0.00%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     145973000 | PA      | $79687958.85   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: EK7852644<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      11760000 | PA      | $14381611.56   | 0.01%             | 2029-07-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718ET2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       6198000 | PA      | $7567078.40    | 0.01%             | 2029-05-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       9303000 | PA      | $11006358.42   | 0.01%             | 2028-11-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24982653.34  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |       9500000 | PA      | $10668817.84   | 0.01%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |       2800000 | PA      | $3240694.80    | 0.00%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Co PJSC                                        | EMIRATES TELECOM               | CUSIP: N/A<br>LEI: 529900XDPQPWEQ9BGB80       | Long             | DBT              | CORP              | AE        |       2265000 | PA      | $2391903.83    | 0.00%             | 2028-05-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      32875000 | PA      | $19006402.48   | 0.02%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Northwestern Hydro Acquisition Co III LP                                         | NORTHWESTERN HYD               | CUSIP: 66816DAA4<br>LEI: 549300RT75SCBKVO3335 | Long             | DBT              | CORP              | CA        |       2147000 | PA      | $1361473.81    | 0.00%             | 2038-12-31      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       3146000 | PA      | $2890023.68    | 0.00%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5942512.37    | 0.00%             | 2033-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $4550437.50    | 0.00%             | 2026-12-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3237556.03    | 0.00%             | 2035-04-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     116950000 | PA      | $25814031.80   | 0.02%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     264020000 | PA      | $67471794.77   | 0.05%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       5326000 | PA      | $5718566.40    | 0.00%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       4200000 | PA      | $3541264.94    | 0.00%             | 2036-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       1500000 | PA      | $1739050.04    | 0.00%             | 2027-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |      58761000 | PA      | $1960774.97    | 0.00%             | 2028-03-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      11800000 | PA      | $12477911.59   | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                              | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |        450000 | PA      | $444369.75     | 0.00%             | 2052-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6362500000 | PA      | $42191206.86   | 0.03%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2984307.19    | 0.00%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BY1<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       4953000 | PA      | $5483262.76    | 0.00%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAN6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1810242.19    | 0.00%             | 2028-03-08      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      54885000 | PA      | $38337383.51   | 0.03%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $65830731.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1687000000 | PA      | $85486824.92   | 0.07%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        951000 | PA      | $1031091.03    | 0.00%             | 2029-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Danske Hypotek AB                                                                | DANSKE HYPO                    | CUSIP: N/A<br>LEI: 549300R24NNCTGT7CW53       | Long             | DBT              | CORP              | SE        |     250000000 | PA      | $26707619.89   | 0.02%             | 2028-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368DTH7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       4813000 | PA      | $3443827.54    | 0.00%             | 2026-05-28      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |       5560000 | PA      | $6301051.78    | 0.00%             | 2026-06-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHU0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       7190000 | PA      | $4915963.53    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3572274.28    | 0.00%             | 2033-01-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services Nederland BV                                 | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 54930007FVPKN1NNHV37       | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $2722056.42    | 0.00%             | 2026-05-19      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |      25300000 | PA      | $2554684.35    | 0.00%             | 2026-09-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      86446000 | PA      | $100647630.90  | 0.08%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1034469.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5000000000 | PA      | $34450727.37   | 0.03%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      13970000 | PA      | $15414813.28   | 0.01%             | 2026-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Central 1 Credit Union                                                           | CENTRAL 1 CREDIT               | CUSIP: 154728AT6<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1488108.08    | 0.00%             | 2028-02-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       6423000 | PA      | $7560099.24    | 0.01%             | 2028-07-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: ZS5870457<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     146959000 | PA      | $37177170.14   | 0.03%             | 2049-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                     | ALLIANDER                      | CUSIP: AZ1871237<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $1963842.36    | 0.00%             | 2032-06-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |       2592000 | PA      | $2859099.66    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |      99818000 | PA      | $8129339.11    | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      16700000 | PA      | $19038755.61   | 0.02%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $10780679.23   | 0.01%             | 2032-06-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8848700000 | PA      | $64205042.08   | 0.05%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $528807.26     | 0.00%             | 2030-09-04      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      10000000 | PA      | $1664554.03    | 0.00%             | 2074-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $4553329.50    | 0.00%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24645910.09  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      96709000 | PA      | $24983256.20   | 0.02%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                         | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $3678960.59    | 0.00%             | 2032-11-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       2800000 | PA      | $3228969.89    | 0.00%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       2000000 | PA      | $2214657.05    | 0.00%             | 2027-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      30380000 | PA      | $35123044.29   | 0.03%             | 2031-07-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AM3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       1631000 | PA      | $1225192.15    | 0.00%             | 2028-12-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |       5600000 | PA      | $7463403.29    | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: 636273AD6<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       2700000 | PA      | $2087440.39    | 0.00%             | 2031-09-16      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1486931.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       2776000 | PA      | $2736347.93    | 0.00%             | 2036-03-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                     | OMNICOM FIN HOL                | CUSIP: N/A<br>LEI: 213800JBHE39OG74OJ98       | Long             | DBT              | CORP              | GB        |       2231000 | PA      | $2270052.97    | 0.00%             | 2031-07-08      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sandoz Finance BV                                                                | SANDOZ FINANCE                 | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $3001657.08    | 0.00%             | 2033-11-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-106413.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      13000000 | PA      | $13772523.96   | 0.01%             | 2028-01-20      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAR9<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |        992000 | PA      | $657069.54     | 0.00%             | 2043-08-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                           | EDP SA                         | CUSIP: LW1558128<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |       5900000 | PA      | $6700881.81    | 0.01%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       8265000 | PA      | $5993357.87    | 0.00%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     703592000 | PA      | $21254601.26   | 0.02%             | 2026-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11613539.38   | 0.01%             | 2030-04-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                     | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |       3000000 | PA      | $1750675.85    | 0.00%             | 2026-05-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7116868.84    | 0.01%             | 2028-03-08      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       1591000 | PA      | $1139328.19    | 0.00%             | 2027-06-23      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       6000000 | PA      | $4085805.27    | 0.00%             | 2041-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814BQ5<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       5050000 | PA      | $3394253.50    | 0.00%             | 2065-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288ED0<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       8100000 | PA      | $5798039.46    | 0.00%             | 2042-12-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      17363000 | PA      | $16386048.13   | 0.01%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Scotland Gas Networks PLC                                                        | SCOTLAND GAS NET               | CUSIP: N/A<br>LEI: 549300Y7M5CC1U5DBX07       | Long             | DBT              | CORP              | GB        |       1655000 | PA      | $2147376.59    | 0.00%             | 2027-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |        382000 | PA      | $418133.49     | 0.00%             | 2028-07-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GL4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      11100000 | PA      | $7351089.74    | 0.01%             | 2054-10-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ventas Canada Finance Ltd                                                        | VENTAS CANADA FI               | CUSIP: 92277LAG1<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $714296.90     | 0.00%             | 2027-01-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                                | UPJOHN FINANCE                 | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |       6910000 | PA      | $7583700.91    | 0.01%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5886441.93    | 0.00%             | 2028-03-08      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      63732000 | PA      | $79848894.03   | 0.06%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      31454000 | PA      | $32416966.06   | 0.03%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3599750000 | PA      | $26489114.61   | 0.02%             | 2031-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |       7400000 | PA      | $8193604.85    | 0.01%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      15000000 | PA      | $16746527.53   | 0.01%             | 2027-07-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       7984000 | PA      | $7304734.69    | 0.01%             | 2039-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |       3470000 | PA      | $2451083.53    | 0.00%             | 2041-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CT6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       6217000 | PA      | $5197058.89    | 0.00%             | 2039-11-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      35982000 | PA      | $31244517.90   | 0.02%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814GY3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       4550000 | PA      | $3815119.56    | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      41639657 | PA      | $54965533.68   | 0.04%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: N/A<br>LEI: L2Z2MO2EQURH3BREWI15       | Long             | DBT              | CORP              | US        |       8701000 | PA      | $9625911.44    | 0.01%             | 2027-03-19      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |       4688000 | PA      | $5093093.20    | 0.00%             | 2029-03-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     150000000 | PA      | $15935212.87   | 0.01%             | 2029-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Transurban Queensland Finance Pty Ltd                                            | TRANSURBAN QLD                 | CUSIP: N/A<br>LEI: 549300RSN9SFNT54IZ82       | Long             | DBT              | CORP              | AU        |        740000 | PA      | $420305.62     | 0.00%             | 2031-08-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      13235000 | PA      | $14706596.09   | 0.01%             | 2026-07-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance PLC                                                            | RIO TINTO FINANC               | CUSIP: EJ4698381<br>LEI: 2138009113L7IDGEM175 | Long             | DBT              | CORP              | GB        |        400000 | PA      | $521794.51     | 0.00%             | 2029-12-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      12900000 | PA      | $14111573.73   | 0.01%             | 2027-12-01      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     480000000 | PA      | $3325919.60    | 0.00%             | 2026-07-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KB3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       4997000 | PA      | $3626197.41    | 0.00%             | 2026-06-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      12000000 | PA      | $8199350.88    | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Edenred SE                                                                       | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2819756.69    | 0.00%             | 2032-08-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      22321000 | PA      | $13513981.92   | 0.01%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $10779386.43   | 0.01%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       7899000 | PA      | $7663848.04    | 0.01%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      12243000 | PA      | $2935789.68    | 0.00%             | 2032-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $6606351.44    | 0.01%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       4806000 | PA      | $5704721.55    | 0.00%             | 2029-07-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAV0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2383093.57    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |         85000 | PA      | $60087.86      | 0.00%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                             | DEUTSCHE HYP HAN               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |         25000 | PA      | $27818.16      | 0.00%             | 2026-06-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       7000000 | PA      | $5310457.64    | 0.00%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       1700000 | PA      | $1494325.05    | 0.00%             | 2042-06-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1530931.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1100000000 | PA      | $6541327.95    | 0.01%             | 2036-07-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      11530000 | PA      | $9301707.06    | 0.01%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                                       | KOJAMO OYJ                     | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | DBT              | CORP              | FI        |       3762000 | PA      | $3834152.85    | 0.00%             | 2029-05-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      70758000 | PA      | $81528830.18   | 0.06%             | 2030-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | DBT              | CORP              | US        |       2700000 | PA      | $3296059.64    | 0.00%             | 2030-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-15962771.09  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234KG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       7346000 | PA      | $5870176.56    | 0.00%             | 2027-06-02      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |       3550000 | PA      | $4008171.43    | 0.00%             | 2173-10-06      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-492090.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBE6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       7290000 | PA      | $5528689.26    | 0.00%             | 2029-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       3788000 | PA      | $4344700.56    | 0.00%             | 2034-03-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AN7<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3623391.48    | 0.00%             | 2029-10-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      55822000 | PA      | $14673923.32   | 0.01%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      98262558 | PA      | $72072277.79   | 0.06%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                     | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |       2500000 | PA      | $2542592.06    | 0.00%             | 2029-09-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       6000000 | PA      | $3913382.76    | 0.00%             | 2027-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       9500000 | PA      | $9707217.39    | 0.01%             | 2030-02-01      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |    1000000000 | PA      | $6827416.42    | 0.01%             | 2027-05-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-861091.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |       2439000 | PA      | $2826368.29    | 0.00%             | 2028-04-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13221500000 | PA      | $46859398.40   | 0.04%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                             | BALDER                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |       3300000 | PA      | $3628848.20    | 0.00%             | 2027-01-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      13913000 | PA      | $14579019.45   | 0.01%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $8121263.72    | 0.01%             | 2028-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      17896000 | PA      | $20102307.46   | 0.02%             | 2049-05-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     282549000 | PA      | $300154133.98  | 0.24%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |       9000000 | PA      | $10598164.78   | 0.01%             | 2033-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28909262.74  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       7070000 | PA      | $5166467.37    | 0.00%             | 2032-05-03      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     293810000 | PA      | $29868687.21   | 0.02%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                 | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     130000000 | PA      | $913452.48     | 0.00%             | 2034-09-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       9200000 | PA      | $10096086.21   | 0.01%             | 2028-01-28      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |       7700000 | PA      | $6627295.26    | 0.01%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US CAP LLC                 | CUSIP: N/A<br>LEI: KK5MZM9DIXLXZL9DZL15       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6659875.00    | 0.01%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12242500000 | PA      | $71494085.09   | 0.06%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SASU                                                          | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |       7200000 | PA      | $7505755.45    | 0.01%             | 2029-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-861091.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crelan SA                                                                        | CRELAN SA                      | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |      17700000 | PA      | $21899744.97   | 0.02%             | 2030-02-28      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |       1000000 | PA      | $1096254.23    | 0.00%             | 2029-03-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       2132000 | PA      | $2626880.31    | 0.00%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-26310.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |       5322000 | PA      | $7238853.68    | 0.01%             | 2031-12-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   60000000000 | PA      | $46089117.13   | 0.04%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5472249.69    | 0.00%             | 2027-09-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      15000000 | PA      | $17641250.38   | 0.01%             | 2031-03-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BH8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      14318000 | PA      | $16117754.18   | 0.01%             | 2028-02-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1695381.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      18529000 | PA      | $20533286.22   | 0.02%             | 2027-02-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Amplius Living                                                                   | AMPLIUS LIVING                 | CUSIP: N/A<br>LEI: 213800MK4P25WMPIZR12       | Long             | DBT              | CORP              | GB        |        912000 | PA      | $1134321.79    | 0.00%             | 2038-08-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $5303935.01    | 0.00%             | 2030-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAS0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       5700000 | PA      | $3973347.78    | 0.00%             | 2031-12-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2806301.73    | 0.00%             | 2031-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       6192000 | PA      | $6650101.75    | 0.01%             | 2029-01-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Repsol Europe Finance Sarl                                                       | REPSOL EUROPE                  | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |       7000000 | PA      | $7155827.55    | 0.01%             | 2029-07-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      84782000 | PA      | $43138472.38   | 0.03%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   50000000000 | PA      | $41900770.31   | 0.03%             | 2043-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                  | WPC EUROBOND                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |       1024000 | PA      | $1031203.38    | 0.00%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |       1500000 | PA      | $2022776.46    | 0.00%             | 2039-07-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $2883828.28    | 0.00%             | 2035-10-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |       3250000 | PA      | $2514971.73    | 0.00%             | 2029-01-22      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT INTL FIN SERV               | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |       2501000 | PA      | $2752169.92    | 0.00%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alberta Powerline LP                                                             | ALBERTA POWER                  | CUSIP: 013047AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3947306 | PA      | $2521738.42    | 0.00%             | 2053-12-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBU9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $612880.43     | 0.00%             | 2049-03-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $4758125.54    | 0.00%             | 2033-05-20      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ER4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      13000000 | PA      | $9859340.13    | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Molson Coors International LP                                                    | MOLSON COORS INT               | CUSIP: N/A<br>LEI: 549300JY2HGCZWKZS671       | Long             | DBT              | CORP              | US        |       1397000 | PA      | $1015482.00    | 0.00%             | 2026-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      15000000 | PA      | $17418546.92   | 0.01%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-106413.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $10966292.03   | 0.01%             | 2026-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                                   | CONTINENTAL AG                 | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | DBT              | CORP              | DE        |       6500000 | PA      | $7369839.61    | 0.01%             | 2026-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      51734910 | PA      | $58125892.61   | 0.05%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Ellevio AB                                                                       | ELLEVIO AB                     | CUSIP: N/A<br>LEI: 635400VVAMAJWNK9IT79       | Long             | DBT              | CORP              | SE        |       7000000 | PA      | $8193674.50    | 0.01%             | 2034-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      17600000 | PA      | $21127424.97   | 0.02%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                                   | ABB FINANCE BV                 | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |       9500000 | PA      | $10987621.85   | 0.01%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      20000000 | PA      | $23617410.80   | 0.02%             | 2031-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAZ1<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       2207000 | PA      | $1508013.83    | 0.00%             | 2031-05-12      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       9640000 | PA      | $6086995.10    | 0.00%             | 2028-04-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       2800000 | PA      | $3131554.53    | 0.00%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      35904000 | PA      | $23785340.02   | 0.02%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-398162568.73 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                          | DXC CAPITAL FUND               | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |       2903000 | PA      | $3082810.72    | 0.00%             | 2027-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28264590.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                        | METSO OYJ                      | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | DBT              | CORP              | FI        |       1500000 | PA      | $1595517.14    | 0.00%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   40000000000 | PA      | $29163480.83   | 0.02%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       4459000 | PA      | $5120959.66    | 0.00%             | 2030-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $610283.89     | 0.00%             | 2036-04-30      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |       8727000 | PA      | $10253956.33   | 0.01%             | 2029-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $883296.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAM7<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       1035000 | PA      | $675444.26     | 0.00%             | 2048-11-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1128128.79    | 0.00%             | 2026-06-30      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      87493000 | PA      | $93486656.92   | 0.07%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       6100000 | PA      | $6630141.48    | 0.01%             | 2028-04-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |       4600000 | PA      | $5025030.31    | 0.00%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                             | AMCOR UK FINANCE               | CUSIP: 0234EVAA9<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |       2457000 | PA      | $2685496.27    | 0.00%             | 2027-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $16475168.48   | 0.01%             | 2030-11-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      74099000 | PA      | $86565522.62   | 0.07%             | 2027-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAT Netherlands Finance BV                                                       | BAT NETHERLANDS                | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2477642.40    | 0.00%             | 2031-02-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4651093.14    | 0.00%             | 2033-07-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2873000 | PA      | $1574095.99    | 0.00%             | 2040-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: AZ1702481<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |       2156000 | PA      | $1922516.56    | 0.00%             | 2035-06-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       3553000 | PA      | $3332201.53    | 0.00%             | 2040-03-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       6000000 | PA      | $6968178.00    | 0.01%             | 2028-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CMX2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2176795.73    | 0.00%             | 2035-02-01      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      21535000 | PA      | $12740326.14   | 0.01%             | 2053-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5863177.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       9163000 | PA      | $19924867.17   | 0.02%             | 2049-01-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469TQ8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       3184000 | PA      | $2324947.29    | 0.00%             | 2042-03-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $3403505.47    | 0.00%             | 2027-09-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEY6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      12276000 | PA      | $11833241.32   | 0.01%             | 2032-03-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sun Life Capital Trust                                                           | SUN LIFE CAP TR                | CUSIP: 86679QAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        900000 | PA      | $736447.29     | 0.00%             | 2052-06-30      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      97500000 | PA      | $4481653.96    | 0.00%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      67556000 | PA      | $86552724.64   | 0.07%             | 2041-07-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAV3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      13000000 | PA      | $9827254.10    | 0.01%             | 2032-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      34229000 | PA      | $35549493.37   | 0.03%             | 2031-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: BVN14QDL2<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2327333.76    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: EH7910860<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    1130000000 | PA      | $8343037.84    | 0.01%             | 2029-04-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250605           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-174551.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      24233000 | PA      | $24327345.55   | 0.02%             | 2031-03-22      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1925950000 | PA      | $14044793.04   | 0.01%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AGT7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       4379000 | PA      | $3129755.41    | 0.00%             | 2026-06-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | TALANX AG                      | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |      13800000 | PA      | $15183583.16   | 0.01%             | 2047-12-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       9700000 | PA      | $11850909.55   | 0.01%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746RX1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       2448000 | PA      | $1771737.25    | 0.00%             | 2026-05-19      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |       4478000 | PA      | $5176280.24    | 0.00%             | 2028-12-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     180000000 | PA      | $26524430.52   | 0.02%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       4868000 | PA      | $3707569.13    | 0.00%             | 2039-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Trillium Health Partners Volunteers                                              | TRILLIUM HEALTH                | CUSIP: 89620LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        635000 | PA      | $386921.49     | 0.00%             | 2058-12-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       6000000 | PA      | $7398073.70    | 0.01%             | 2033-04-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution West Midlands PLC                         | NAT GRD ELCT WM                | CUSIP: N/A<br>LEI: 549300L22M2RCLXON143       | Long             | DBT              | CORP              | GB        |       2728000 | PA      | $3715478.65    | 0.00%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       1200000 | PA      | $1190796.18    | 0.00%             | 2030-07-02      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12533858.60   | 0.01%             | 2026-12-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-37727656.66  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AY0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2197120.03    | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UP8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       7584000 | PA      | $5502100.13    | 0.00%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14143000000 | PA      | $74166018.61   | 0.06%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CAISSE NA REA MU               | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3697636.65    | 0.00%             | 2028-07-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-21243954.24  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AW9<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       7280000 | PA      | $7990462.43    | 0.01%             | 2030-05-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                                | ORBIT CAPITAL                  | CUSIP: N/A<br>LEI: 213800QIGGLJLT7WXP16       | Long             | DBT              | CORP              | GB        |       1090000 | PA      | $1024375.95    | 0.00%             | 2045-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      15488000 | PA      | $15655867.42   | 0.01%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13095345.00   | 0.01%             | 2032-01-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       2500000 | PA      | $2760617.92    | 0.00%             | 2026-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      16647000 | PA      | $16314372.68   | 0.01%             | 2032-11-04      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     606063000 | PA      | $15900224.73   | 0.01%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HVV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       6199000 | PA      | $4433732.45    | 0.00%             | 2026-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       5200000 | PA      | $5655995.03    | 0.00%             | 2028-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6989050000 | PA      | $51740233.37   | 0.04%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |       9418000 | PA      | $10793357.32   | 0.01%             | 2035-01-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5000000000 | PA      | $35000454.61   | 0.03%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |       2500000 | PA      | $3029824.56    | 0.00%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $4532369.96    | 0.00%             | 2027-08-03      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      27912000 | PA      | $33941872.18   | 0.03%             | 2031-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: EI4162968<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       2850000 | PA      | $3891791.92    | 0.00%             | 2029-10-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $11678759.85   | 0.01%             | 2030-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3784126.73    | 0.00%             | 2173-09-06      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $8772056.66    | 0.01%             | 2031-09-23      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                                                   | RED ELECTRICA                  | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | DBT              | CORP              | ES        |       6100000 | PA      | $6959445.66    | 0.01%             | 2032-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      22990700 | PA      | $14199220.07   | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                               | CAISSE DES DEPOT               | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              | NUSS              | FR        |      12500000 | PA      | $14525657.08   | 0.01%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       3706000 | PA      | $3540364.83    | 0.00%             | 2037-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $12034661.37   | 0.01%             | 2028-06-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $656555.46     | 0.00%             | 2032-03-26      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     262280789 | PA      | $71210663.08   | 0.06%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       1537000 | PA      | $1098360.65    | 0.00%             | 2030-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      43700000 | PA      | $32536900.62   | 0.03%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      23000000 | PA      | $25242164.47   | 0.02%             | 2032-04-02      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      68975000 | PA      | $15394721.48   | 0.01%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      47701000 | PA      | $10835068.21   | 0.01%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     124176000 | PA      | $105394768.43  | 0.08%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7511306.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28938003.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $8054361.87    | 0.01%             | 2031-05-19      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| EPH Financing International AS                                                   | EPH FIN INTL AS                | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |       5000000 | PA      | $5973449.38    | 0.00%             | 2029-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                                               | ENEOS HOLDINGS                 | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1336769.76    | 0.00%             | 2032-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      32146000 | PA      | $26288775.32   | 0.02%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $5899944.92    | 0.00%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4491257.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |       8330000 | PA      | $6476421.21    | 0.01%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |        249000 | PA      | $269445.03     | 0.00%             | 2028-12-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DC5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5673210.58    | 0.00%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     110000000 | PA      | $811047.20     | 0.00%             | 2031-06-20      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $4847962.91    | 0.00%             | 2027-07-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      12470000 | PA      | $7586066.52    | 0.01%             | 2048-09-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24682884.80  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1924337.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      59443000 | PA      | $45190344.21   | 0.04%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                                     | DS SMITH PLC                   | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5949789.80    | 0.00%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: ZR1469322<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      10145000 | PA      | $5486639.08    | 0.00%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5345689.33    | 0.00%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     401400000 | PA      | $17248155.14   | 0.01%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551ED7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       4448000 | PA      | $3007082.89    | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $2016243.81    | 0.00%             | 2033-09-20      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UB9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       6326000 | PA      | $4321732.22    | 0.00%             | 2045-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                                                           | VICINITY CNTRS T               | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |       1100000 | PA      | $738906.69     | 0.00%             | 2034-04-24      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       8840000 | PA      | $6080916.03    | 0.00%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: EF8021778<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       1737000 | PA      | $2131940.43    | 0.00%             | 2035-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       3538000 | PA      | $2959835.96    | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                  | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      13500000 | PA      | $13596342.82   | 0.01%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Abbott Ireland Financing DAC                                                     | ABBOTT IL FIN                  | CUSIP: N/A<br>LEI: 54930021QV18ZVZQDE71       | Long             | DBT              | CORP              | IE        |       4913000 | PA      | $5289107.94    | 0.00%             | 2027-11-19      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FD5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       3093000 | PA      | $1980214.27    | 0.00%             | 2050-10-09      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     102768000 | PA      | $23259816.06   | 0.02%             | 2036-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZAF6<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       2100000 | PA      | $1823325.69    | 0.00%             | 2032-10-15      | Fixed         | 6.98%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      27413000 | PA      | $29872992.92   | 0.02%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      33609203 | PA      | $32402140.35   | 0.03%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Trillium Windpower LP                                                            | TRILLIUM WIND LP               | CUSIP: 89620MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        236760 | PA      | $177875.29     | 0.00%             | 2033-02-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Abbott Ireland Financing DAC                                                     | ABBOTT IL FIN                  | CUSIP: N/A<br>LEI: 54930021QV18ZVZQDE71       | Long             | DBT              | CORP              | IE        |       8733000 | PA      | $9776201.57    | 0.01%             | 2026-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3980848.93    | 0.00%             | 2031-01-24      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      17300000 | PA      | $16741304.99   | 0.01%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BP3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       2833000 | PA      | $3178668.56    | 0.00%             | 2026-12-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                       | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3221339.51    | 0.00%             | 2029-06-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7355000 | PA      | $8951835.68    | 0.01%             | 2029-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      13101000 | PA      | $14910316.75   | 0.01%             | 2026-06-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                 | ACEF HOLDING                   | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |       8086000 | PA      | $8226450.13    | 0.01%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      15100000 | PA      | $16793539.29   | 0.01%             | 2027-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $262252.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7737863.77    | 0.01%             | 2028-11-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      12598000 | PA      | $13633249.84   | 0.01%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      14000000 | PA      | $13699597.50   | 0.01%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       3359000 | PA      | $3666340.88    | 0.00%             | 2027-02-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     139312000 | PA      | $149783066.85  | 0.12%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5821838.30    | 0.00%             | 2033-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     386300000 | PA      | $2663509.32    | 0.00%             | 2027-10-25      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3386500.21    | 0.00%             | 2034-05-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     218519461 | PA      | $58569736.81   | 0.05%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       1219000 | PA      | $1335843.95    | 0.00%             | 2027-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-317880.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     325000000 | PA      | $33451886.35   | 0.03%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      31093000 | PA      | $30609177.54   | 0.02%             | 2030-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $933008.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |       2500000 | PA      | $2776790.78    | 0.00%             | 2026-08-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     101194574 | PA      | $114033539.07  | 0.09%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI               | CUSIP: 836720AC6<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       5500000 | PA      | $4034106.77    | 0.00%             | 2035-02-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Compass Group Finance Netherlands BV                                             | COMPASS GROUP                  | CUSIP: AU2922576<br>LEI: 213800YZZX39WY5G7M06 | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4390819.83    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      12014000 | PA      | $12551763.70   | 0.01%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28767004.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      26250000 | PA      | $28633223.65   | 0.02%             | 2030-03-23      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      12000000 | PA      | $13767573.06   | 0.01%             | 2032-05-14      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       8178000 | PA      | $10133985.12   | 0.01%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Co-operators Financial Services Ltd                                              | CO-OPERATORS FIN               | CUSIP: 18976JAC4<br>LEI: 549300SZ7EWHCKGFYB31 | Long             | DBT              | CORP              | CA        |       2960000 | PA      | $2055776.90    | 0.00%             | 2030-05-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UZ6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       8189000 | PA      | $5266047.35    | 0.00%             | 2053-09-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Denso Corp                                                                       | DENSO CORP                     | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3429967.13    | 0.00%             | 2028-03-17      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     170700000 | PA      | $1226002.67    | 0.00%             | 2027-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3654600000 | PA      | $27600900.03   | 0.02%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6650938.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQU3<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       1519000 | PA      | $1105479.08    | 0.00%             | 2033-05-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZFE1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       8727000 | PA      | $6177742.40    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |       7700000 | PA      | $8961792.88    | 0.01%             | 2033-01-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     899997000 | PA      | $30467303.02   | 0.02%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     165750000 | PA      | $125559996.76  | 0.10%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| University of Ottawa                                                             | UNIV OF OTTAWA                 | CUSIP: 914771AC4<br>LEI: 549300MK3DYR7A7TME46 | Long             | DBT              | CORP              | CA        |       1811000 | PA      | $853291.42     | 0.00%             | 2060-02-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      65000000 | PA      | $9529013.60    | 0.01%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAL6<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1493959.09    | 0.00%             | 2027-06-30      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       2958000 | PA      | $3076987.31    | 0.00%             | 2029-07-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                       | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |       8373000 | PA      | $9176492.29    | 0.01%             | 2027-12-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       1000000 | PA      | $1086007.60    | 0.00%             | 2173-11-16      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DA9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       7600000 | PA      | $8325057.68    | 0.01%             | 2044-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |       1547000 | PA      | $1723155.40    | 0.00%             | 2029-10-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Paragon Treasury Plc                                                             | PARAGON TREASURY               | CUSIP: N/A<br>LEI: 213800Q65UKPKCQBC252       | Long             | DBT              | CORP              | GB        |       2091000 | PA      | $1926864.16    | 0.00%             | 2036-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |       6881000 | PA      | $6863935.65    | 0.01%             | 2030-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                           | IMPERIAL BRAN NE               | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |       4200000 | PA      | $5175599.35    | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       7764000 | PA      | $5682611.61    | 0.00%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       2154000 | PA      | $1631406.72    | 0.00%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                      | DIGITAL INTREPID               | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |       8108000 | PA      | $7717414.27    | 0.01%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2833414.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |        700000 | PA      | $725923.49     | 0.00%             | 2029-06-10      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| City of Zurich Switzerland                                                       | CITY OF ZURICH                 | CUSIP: BVN077GR7<br>LEI: 50670000BEWAL237A323 | Long             | DBT              | NUSS              | CH        |      15000000 | PA      | $21512466.23   | 0.02%             | 2036-03-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: N/A<br>LEI: 549300FKDIB7OJMBSP83       | Long             | DBT              | NUSS              | CA        |      21761000 | PA      | $25051213.28   | 0.02%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCD0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1877000 | PA      | $979577.25     | 0.00%             | 2050-02-28      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 921947AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       7346000 | PA      | $5677811.11    | 0.00%             | 2026-12-07      | Fixed         | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBF2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |        714000 | PA      | $708476.57     | 0.00%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       9600000 | PA      | $11388382.47   | 0.01%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                         | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |       3063000 | PA      | $3401880.48    | 0.00%             | 2026-10-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866ET0<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       2800000 | PA      | $2230628.35    | 0.00%             | 2028-12-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BMW Canada Inc                                                                   | BMW CANADA INC                 | CUSIP: 05590HBG1<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3669650.37    | 0.00%             | 2028-10-10      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      82900000 | PA      | $620403.93     | 0.00%             | 2030-05-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |       3200000 | PA      | $3834625.03    | 0.00%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      16605000 | PA      | $9163343.25    | 0.01%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      10000000 | PA      | $5268029.38    | 0.00%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                    | SCENTRE GROUP TR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |       3042000 | PA      | $3268878.12    | 0.00%             | 2029-03-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       4000000 | PA      | $4960017.38    | 0.00%             | 2034-11-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       1547000 | PA      | $2211822.58    | 0.00%             | 2111-03-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   13380000000 | PA      | $14715101.84   | 0.01%             | 2040-10-01      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      90000000 | PA      | $104788358.60  | 0.08%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAU6<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       6500000 | PA      | $5114501.38    | 0.00%             | 2047-03-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2852400000 | PA      | $20909159.31   | 0.02%             | 2028-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10287850000 | PA      | $73721266.70   | 0.06%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |       9500000 | PA      | $6289464.33    | 0.00%             | 2034-05-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      29000000 | PA      | $33502020.78   | 0.03%             | 2033-09-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     216770000 | PA      | $236004114.04  | 0.19%             | 2028-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       7600000 | PA      | $7422689.14    | 0.01%             | 2031-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      77498000 | PA      | $18257693.65   | 0.01%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2112103.94    | 0.00%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       5571000 | PA      | $5636907.56    | 0.00%             | 2030-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 026657AT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       5100000 | PA      | $5353758.12    | 0.00%             | 2028-07-07      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27539933.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | L-BANK FOERDERBK               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | CORP              | DE        |       7500000 | PA      | $8244154.49    | 0.01%             | 2027-02-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Origin Energy Finance Ltd                                                        | ORIGIN ENER FIN                | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |       2501000 | PA      | $2562174.03    | 0.00%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       9100000 | PA      | $10535166.25   | 0.01%             | 2029-03-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      18465000 | PA      | $20784008.16   | 0.02%             | 2027-07-22      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      30258253 | PA      | $34588815.05   | 0.03%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Plenary Health Care Partnerships Humber LP                                       | PLENARY HLTH HUM               | CUSIP: 72908WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1171971 | PA      | $867157.48     | 0.00%             | 2039-05-31      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Indigo Group SAS                                                                 | INDIGO GROUP                   | CUSIP: N/A<br>LEI: 213800H5J9NKEXSUQX44       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $109403.64     | 0.00%             | 2028-04-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       2819000 | PA      | $2060107.79    | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       3324000 | PA      | $3169743.52    | 0.00%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      21900000 | PA      | $25786547.96   | 0.02%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                               | TELEPERFORMANCE                | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3604189.05    | 0.00%             | 2028-11-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     206084000 | PA      | $244919530.57  | 0.19%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      13500000 | PA      | $16655052.60   | 0.01%             | 2028-06-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14414498.54   | 0.01%             | 2034-07-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CRB4<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       1453000 | PA      | $989383.18     | 0.00%             | 2030-05-27      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Cordelio Amalco GP I                                                             | CORDELIO AMALCO                | CUSIP: 218493AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3096653 | PA      | $2229040.89    | 0.00%             | 2034-09-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      19600000 | PA      | $22716977.06   | 0.02%             | 2029-02-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $3197067.96    | 0.00%             | 2040-12-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $2890704.28    | 0.00%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Grainger PLC                                                                     | GRAINGER PLC                   | CUSIP: N/A<br>LEI: 2138007CEIRKZMNI2979       | Long             | DBT              | CORP              | GB        |        900000 | PA      | $1074806.11    | 0.00%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                             | NORDDEUTSCHE L/B               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |      14600000 | PA      | $16076248.52   | 0.01%             | 2026-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3554068.41    | 0.00%             | 2032-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       5062000 | PA      | $4661174.69    | 0.00%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     143397037 | PA      | $113941066.01  | 0.09%             | 2043-02-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $2267514.29    | 0.00%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    7169000000 | PA      | $13186968.95   | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |       3415000 | PA      | $4339656.36    | 0.00%             | 2026-10-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                  | LONDON STOCK EX                | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | DBT              | CORP              | GB        |       6502000 | PA      | $7227384.13    | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       4850000 | PA      | $7023628.72    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                        | SEGRO PLC                      | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |        642000 | PA      | $776037.51     | 0.00%             | 2029-10-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                              | AMADEUS IT GROUP               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | DBT              | CORP              | ES        |       8300000 | PA      | $9149408.03    | 0.01%             | 2028-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                       | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5879530.98    | 0.00%             | 2028-05-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       2140000 | PA      | $1357491.48    | 0.00%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      19078000 | PA      | $22978306.82   | 0.02%             | 2028-07-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      81592000 | PA      | $62248962.48   | 0.05%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4015400000 | PA      | $29268339.91   | 0.02%             | 2032-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                                                      | KUBOTA CORP                    | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2757914.39    | 0.00%             | 2027-06-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                               | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4167359.18    | 0.00%             | 2081-08-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $5484079.62    | 0.00%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $12345116.11   | 0.01%             | 2034-04-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       6318000 | PA      | $4626058.76    | 0.00%             | 2028-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Holcim Sterling Finance Netherlands BV                                           | HOLCIM STRLNG                  | CUSIP: N/A<br>LEI: 529900KU5LFL22MEGK07       | Long             | DBT              | CORP              | NL        |       1100000 | PA      | $1126993.07    | 0.00%             | 2034-04-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                        | NATURGY FIN IBER               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |        100000 | PA      | $111777.62     | 0.00%             | 2027-01-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       6500000 | PA      | $4153908.61    | 0.00%             | 2033-03-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | DAIMLER INTL FIN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      17484000 | PA      | $19572353.29   | 0.02%             | 2026-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     110000000 | PA      | $16581433.74   | 0.01%             | 2033-02-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       1800000 | PA      | $2098861.76    | 0.00%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      78930000 | PA      | $91125639.02   | 0.07%             | 2055-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                       | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |       5680000 | PA      | $7430553.90    | 0.01%             | 2030-09-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       9143000 | PA      | $5830091.35    | 0.00%             | 2026-09-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |       3100000 | PA      | $3151810.13    | 0.00%             | 2030-03-08      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Gestion Securite de Stocks Securite SA                                           | SAGESS                         | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | NUSS              | FR        |       6700000 | PA      | $7852734.06    | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: ZR5457745<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       1276000 | PA      | $1611879.08    | 0.00%             | 2026-12-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |      50000000 | PA      | $4874915.94    | 0.00%             | 2029-05-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       7000000 | PA      | $7602572.59    | 0.01%             | 2028-02-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                 | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1790000000 | PA      | $11126419.91   | 0.01%             | 2035-09-28      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $321673.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: QZ9801577<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              | CORP              | ES        |       7000000 | PA      | $7845901.63    | 0.01%             | 2026-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                                                    | PROXIMUS SADP                  | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |       5500000 | PA      | $4672830.17    | 0.00%             | 2036-11-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     350302000 | PA      | $52407071.86   | 0.04%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $3817345.53    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                     | 3I GROUP                       | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | DBT              | CORP              | GB        |       1300000 | PA      | $1310861.63    | 0.00%             | 2040-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       2486000 | PA      | $1785227.87    | 0.00%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAE4<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |       1635000 | PA      | $1853586.79    | 0.00%             | 2026-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oma Saastopankki Oyj                                                             | OMA                            | CUSIP: N/A<br>LEI: 743700LE1ECAPXC5UT18       | Long             | DBT              | CORP              | FI        |       4800000 | PA      | $5125175.04    | 0.00%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                                          | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $4074951.11    | 0.00%             | 2048-05-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       8649000 | PA      | $9982270.12    | 0.01%             | 2042-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      44701000 | PA      | $28382677.41   | 0.02%             | 2028-07-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |       3684000 | PA      | $3652952.66    | 0.00%             | 2032-05-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $1747160.72    | 0.00%             | 2038-09-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $2980979.03    | 0.00%             | 2043-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2563012.48    | 0.00%             | 2029-06-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $10645799.90   | 0.01%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11500000000 | PA      | $64538083.65   | 0.05%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      70286777 | PA      | $24392245.68   | 0.02%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      17000000 | PA      | $19102226.39   | 0.02%             | 2044-01-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       3390000 | PA      | $4388463.69    | 0.00%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |       2536000 | PA      | $2899999.57    | 0.00%             | 2034-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3569137.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $171128.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      30524000 | PA      | $32334822.54   | 0.03%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Verallia SA                                                                      | VERALLIA SA                    | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13397537.41   | 0.01%             | 2028-05-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAT3<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       9000000 | PA      | $6554667.49    | 0.01%             | 2034-12-06      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJL8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      28100000 | PA      | $20653098.45   | 0.02%             | 2028-06-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                      | DIGITAL INTREPID               | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |       3600000 | PA      | $3443687.16    | 0.00%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                             | DASSAULT SYSTEME               | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2732948.05    | 0.00%             | 2026-09-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Praemia Healthcare SACA                                                          | PRAEMIA HEALTHCR               | CUSIP: N/A<br>LEI: 96950067NFR9MWI0CJ45       | Long             | DBT              | CORP              | FR        |       8400000 | PA      | $8613753.80    | 0.01%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334BX1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       1004000 | PA      | $1113604.95    | 0.00%             | 2027-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       5400000 | PA      | $6131293.93    | 0.00%             | 2027-06-15      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      14300000 | PA      | $15669132.63   | 0.01%             | 2027-01-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     497600000 | PA      | $3433028.99    | 0.00%             | 2027-07-16      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      41826000 | PA      | $47988605.37   | 0.04%             | 2027-11-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9292756.44    | 0.01%             | 2034-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $4080658.65    | 0.00%             | 2028-09-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       4065000 | PA      | $4552828.57    | 0.00%             | 2039-07-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                   | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |        500000 | PA      | $669593.90     | 0.00%             | 2050-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: AZ5661865<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       4913000 | PA      | $5388588.05    | 0.00%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      12866000 | PA      | $10188681.67   | 0.01%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2259837.16    | 0.00%             | 2026-05-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       2000000 | PA      | $2335102.85    | 0.00%             | 2032-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       3491000 | PA      | $3189009.36    | 0.00%             | 2034-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CT6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       1725000 | PA      | $1222796.49    | 0.00%             | 2059-06-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7561928.60    | 0.01%             | 2031-06-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       6931000 | PA      | $7676871.86    | 0.01%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                                | OMERS REALTY CRP               | CUSIP: 68214WAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2204000 | PA      | $1594958.51    | 0.00%             | 2030-06-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCD7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       8500000 | PA      | $6269558.94    | 0.00%             | 2034-08-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |    2690000000 | PA      | $18006191.73   | 0.01%             | 2029-09-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                                               | CCL INDS INC                   | CUSIP: 124900AC5<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |        795000 | PA      | $580224.40     | 0.00%             | 2028-04-13      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250605           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-421133.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       2096000 | PA      | $2209852.73    | 0.00%             | 2031-03-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      13500000 | PA      | $15442633.13   | 0.01%             | 2034-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $11910641.63   | 0.01%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $677726.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |       9000000 | PA      | $9586728.32    | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                   | EDP FINANCE BV                 | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |       4913000 | PA      | $5414428.45    | 0.00%             | 2026-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       4150000 | PA      | $3132063.94    | 0.00%             | 2041-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      50000000 | PA      | $57006023.37   | 0.04%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      10000000 | PA      | $10951414.31   | 0.01%             | 2027-01-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                                  | SONY CORP                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $2024040.50    | 0.00%             | 2029-10-10      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7270464.89    | 0.01%             | 2033-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418MQT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       1710000 | PA      | $1284374.85    | 0.00%             | 2034-08-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Prs Finance PLC                                                                  | PRS FINANCE PLC                | CUSIP: N/A<br>LEI: 2138002JNX4ZKQI8OU17       | Long             | DBT              | CORP              | GB        |       8669000 | PA      | $10714442.48   | 0.01%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $2069085.40    | 0.00%             | 2027-03-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                                                           | VICINITY CNTRS T               | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |       2188000 | PA      | $2248576.63    | 0.00%             | 2029-11-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       3206000 | PA      | $1656451.31    | 0.00%             | 2051-01-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JL6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       2100000 | PA      | $2327541.69    | 0.00%             | 2028-03-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                         | TELE2 AB                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |       1508000 | PA      | $1685495.53    | 0.00%             | 2028-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZAX1<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $672022.34     | 0.00%             | 2030-11-30      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBH5<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       7346000 | PA      | $4934092.28    | 0.00%             | 2055-10-29      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       3580000 | PA      | $2515496.70    | 0.00%             | 2038-11-08      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6906924.55    | 0.01%             | 2034-08-28      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      90880000 | PA      | $20695270.20   | 0.02%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Derby Healthcare PLC                                                             | DERBY HEALTHCARE               | CUSIP: ED1362265<br>LEI: 25490033UV5PQQ7FCV22 | Long             | DBT              | CORP              | GB        |       1494968 | PA      | $1968722.07    | 0.00%             | 2041-06-30      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1316550000 | PA      | $9980684.70    | 0.01%             | 2029-09-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: N/A<br>LEI: C33G1C5SYE2YM95EE712       | Long             | DBT              | CORP              | LU        |       2756000 | PA      | $2824012.61    | 0.00%             | 2029-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250605           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-316734.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: AW8539859<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   14475000000 | PA      | $13952373.45   | 0.01%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      32115000 | PA      | $32115181.91   | 0.03%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       2100000 | PA      | $2223999.65    | 0.00%             | 2028-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      35847000 | PA      | $38328325.23   | 0.03%             | 2030-12-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      24659000 | PA      | $15722017.02   | 0.01%             | 2026-07-22      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      17000000 | PA      | $19132412.10   | 0.02%             | 2039-07-23      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       2457000 | PA      | $2761455.63    | 0.00%             | 2029-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JU3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       6816000 | PA      | $4622337.20    | 0.00%             | 2045-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1280397000 | PA      | $36780468.43   | 0.03%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      30216000 | PA      | $31856085.80   | 0.03%             | 2028-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3516758.28    | 0.00%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       6367000 | PA      | $7063192.38    | 0.01%             | 2026-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1501376.03    | 0.00%             | 2027-12-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 7800867G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       2670000 | PA      | $1999377.58    | 0.00%             | 2034-08-08      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: AZ9764293<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6724008.25    | 0.01%             | 2029-08-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQZ2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |          2000 | PA      | $1445.71       | 0.00%             | 2027-06-09      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       3350000 | PA      | $3684762.05    | 0.00%             | 2033-05-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       2100000 | PA      | $1403126.74    | 0.00%             | 2049-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | DBT              | CORP              | GB        |      17500000 | PA      | $18119408.67   | 0.01%             | 2029-06-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EX6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       7346000 | PA      | $6264231.43    | 0.00%             | 2031-06-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: QZ1442032<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |       7500000 | PA      | $52000.26      | 0.00%             | 2026-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       3820000 | PA      | $2439778.66    | 0.00%             | 2027-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      17000000 | PA      | $11275681.83   | 0.01%             | 2034-03-04      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEU               | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |       4181000 | PA      | $4716620.75    | 0.00%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      50376000 | PA      | $31799976.62   | 0.03%             | 2051-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| KKR Group Finance Co XI LLC                                                      | KKR GROUP                      | CUSIP: N/A<br>LEI: 549300ZNBIV68L4CNT87       | Long             | DBT              | CORP              | US        |     500000000 | PA      | $3474770.25    | 0.00%             | 2029-05-30      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAK4<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |        684000 | PA      | $481872.25     | 0.00%             | 2029-12-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      10936000 | PA      | $12967657.94   | 0.01%             | 2047-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LSJ3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      18500000 | PA      | $13808595.39   | 0.01%             | 2026-12-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onward Homes Ltd                                                                 | ONWARD HOMES LTD               | CUSIP: N/A<br>LEI: 213800NXETOCMZOJPJ57       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $1246470.21    | 0.00%             | 2053-03-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1010000000 | PA      | $7139354.32    | 0.01%             | 2048-03-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10000000000 | PA      | $69794188.00   | 0.06%             | 2026-07-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       4710000 | PA      | $5142121.77    | 0.00%             | 2027-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | NUSS              | KR        |       5000000 | PA      | $5687760.91    | 0.00%             | 2027-09-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                   | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |        500000 | PA      | $612458.22     | 0.00%             | 2050-07-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAJ6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      13498000 | PA      | $9673193.95    | 0.01%             | 2027-02-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |        582000 | PA      | $651002.84     | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Volvo Treasury AB                                                                | VOLVO TREAS AB                 | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |       7600000 | PA      | $8499044.35    | 0.01%             | 2027-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $22723093.95   | 0.02%             | 2034-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      14269000 | PA      | $15733778.61   | 0.01%             | 2026-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 31739ZAG0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       6253000 | PA      | $5066312.05    | 0.00%             | 2034-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      47218025 | PA      | $53537217.46   | 0.04%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       6700000 | PA      | $6461494.82    | 0.01%             | 2031-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: N/A<br>LEI: 549300E707U7WNPZN687       | Long             | DBT              | CORP              | US        |       8109000 | PA      | $7551434.77    | 0.01%             | 2033-05-04      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAB7<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $705285.63     | 0.00%             | 2028-06-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4427426.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grand City Properties Finance Sarl                                               | GRAND CITY FINAN               | CUSIP: N/A<br>LEI: 8945006UT2CWIRXJSL95       | Long             | DBT              | CORP              | LU        |       2000000 | PA      | $2217754.26    | 0.00%             | 2079-12-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                             | DEUTSCHE HYP HAN               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |      39655000 | PA      | $42307202.07   | 0.03%             | 2029-03-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     204714000 | PA      | $202787636.60  | 0.16%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4147632.63    | 0.00%             | 2031-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     155928000 | PA      | $179889408.88  | 0.14%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                         | LONSDALE FINANCE               | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |        510000 | PA      | $308939.57     | 0.00%             | 2027-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAT3<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       2750000 | PA      | $2136254.50    | 0.00%             | 2035-07-04      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAG6<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       2380000 | PA      | $1733888.52    | 0.00%             | 2026-08-11      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       7000000 | PA      | $8152238.91    | 0.01%             | 2034-06-11      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THFC Funding No 2 PLC                                                            | THFC FUNDING 2                 | CUSIP: N/A<br>LEI: 2138009P1ZT8JPYGUB82       | Long             | DBT              | CORP              | GB        |       1184000 | PA      | $1666296.85    | 0.00%             | 2041-07-08      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      14700000 | PA      | $15100978.58   | 0.01%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Circle Anglia Social Housing PLC                                                 | CIRCLE ANGLIA                  | CUSIP: EJ0428734<br>LEI: 213800LLT17R5JUEIB78 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1196082.39    | 0.00%             | 2044-03-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $1268952.80    | 0.00%             | 2029-05-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      14779000 | PA      | $15241639.33   | 0.01%             | 2033-08-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAN8<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       2695000 | PA      | $1923983.49    | 0.00%             | 2030-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |       9500000 | PA      | $11058901.26   | 0.01%             | 2031-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       3713000 | PA      | $3976138.61    | 0.00%             | 2028-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCA6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1802000 | PA      | $1113946.71    | 0.00%             | 2050-04-05      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       1400000 | PA      | $1423696.29    | 0.00%             | 2032-06-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                         | NAT GRD ELCT EM                | CUSIP: ZR4205764<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1088430.43    | 0.00%             | 2031-09-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      10439000 | PA      | $11268702.35   | 0.01%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                          | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |      12600000 | PA      | $12390979.90   | 0.01%             | 2030-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8921812.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $727769.27     | 0.00%             | 2040-02-29      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TCHC Issuer Trust                                                                | TCHC ISSUER TRUS               | CUSIP: 87228VAB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       1018000 | PA      | $802232.88     | 0.00%             | 2040-02-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     975200000 | PA      | $6703745.65    | 0.01%             | 2028-01-21      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   65000000000 | PA      | $48529393.25   | 0.04%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: AO1324471<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              | CORP              | FR        |       5600000 | PA      | $5841044.58    | 0.00%             | 2032-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       4898000 | PA      | $3107018.91    | 0.00%             | 2044-09-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-15827876.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government International Bond                                | AUSTRIA REP OF                 | CUSIP: 052591AS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AT        |        798000 | PA      | $644281.10     | 0.00%             | 2034-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       7147000 | PA      | $4237331.67    | 0.00%             | 2046-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     180000000 | PA      | $973926.14     | 0.00%             | 2041-06-11      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       4500000 | PA      | $4641112.45    | 0.00%             | 2174-03-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RAC Bond Co PLC                                                                  | RAC BOND CO                    | CUSIP: N/A<br>LEI: 2138008FCM2SUNLC7B21       | Long             | DBT              | CORP              | GB        |       1455000 | PA      | $1935545.81    | 0.00%             | 2046-05-06      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       1700000 | PA      | $1140079.72    | 0.00%             | 2032-10-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: EC1355816<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1393644.88    | 0.00%             | 2029-06-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       3635000 | PA      | $4546648.39    | 0.00%             | 2027-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |       5660000 | PA      | $3270234.55    | 0.00%             | 2030-05-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       8272000 | PA      | $9164419.86    | 0.01%             | 2026-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      38998000 | PA      | $32654754.37   | 0.03%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     206688000 | PA      | $149474734.60  | 0.12%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |       3400000 | PA      | $2494429.52    | 0.00%             | 2041-04-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Housing Trust Ltd                                                   | METROPOLITAN HSE               | CUSIP: N/A<br>LEI: 213800ADJSQQI3UH6Z36       | Long             | DBT              | CORP              | GB        |        600000 | PA      | $552198.29     | 0.00%             | 2036-07-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                          | ARKEA HL                       | CUSIP: AZ5472420<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $10283068.76   | 0.01%             | 2029-07-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $1948514.89    | 0.00%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       6800000 | PA      | $7163159.84    | 0.01%             | 2030-06-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      16300000 | PA      | $18124356.39   | 0.01%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                               | OPTIVO FINANCE                 | CUSIP: N/A<br>LEI: 213800DU46CL9M2ZRN02       | Long             | DBT              | CORP              | GB        |       4050000 | PA      | $4878229.85    | 0.00%             | 2043-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       5927000 | PA      | $7237118.73    | 0.01%             | 2035-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZCB0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $753519.29     | 0.00%             | 2054-04-04      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      18100000 | PA      | $16047758.72   | 0.01%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                       | FIRST CAP REALTY               | CUSIP: 31943BBY5<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |       1422000 | PA      | $1033817.62    | 0.00%             | 2027-07-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                       | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |        100000 | PA      | $111108.74     | 0.00%             | 2027-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                             | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |       2500000 | PA      | $2693090.12    | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       2771000 | PA      | $3086414.36    | 0.00%             | 2030-12-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sompo Japan Insurance Inc                                                        | SOMPO JAPAN INS                | CUSIP: N/A<br>LEI: 549300IOFUQ8JIFJOY25       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1376855.08    | 0.00%             | 2027-10-14      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      15000000 | PA      | $17852618.41   | 0.01%             | 2030-04-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $10581405.00   | 0.01%             | 2029-06-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28096376.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     127000000 | PA      | $879258.00     | 0.00%             | 2027-01-26      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       6181000 | PA      | $6209696.91    | 0.00%             | 2032-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |       1390000 | PA      | $1448037.33    | 0.00%             | 2029-06-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $1721885.02    | 0.00%             | 2039-03-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: EJ9027123<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       1228000 | PA      | $1308460.65    | 0.00%             | 2048-10-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $806568.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      29435000 | PA      | $35853270.81   | 0.03%             | 2029-01-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117GTQ0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       8900000 | PA      | $6656772.62    | 0.01%             | 2028-01-18      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |       5802000 | PA      | $8006345.71    | 0.01%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Origin Energy Finance Ltd                                                        | ORIGIN ENER FIN                | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $6411205.02    | 0.01%             | 2031-09-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     111738000 | PA      | $83206958.81   | 0.07%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-194497.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: QZ3196651<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      27520000 | PA      | $33204174.56   | 0.03%             | 2027-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5666770.32    | 0.00%             | 2029-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     151607000 | PA      | $94190956.10   | 0.07%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     180000000 | PA      | $1353542.47    | 0.00%             | 2046-03-19      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6891512.80    | 0.01%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     183698000 | PA      | $211546904.74  | 0.17%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      15200000 | PA      | $14672646.03   | 0.01%             | 2031-02-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     110536873 | PA      | $107448228.37  | 0.08%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6038850000 | PA      | $43637960.00   | 0.03%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      16054000 | PA      | $16323475.37   | 0.01%             | 2030-03-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      12227000 | PA      | $13278375.25   | 0.01%             | 2029-02-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      13613000 | PA      | $14993138.90   | 0.01%             | 2028-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      30000000 | PA      | $21742492.38   | 0.02%             | 2030-06-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BL6<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       2200000 | PA      | $1706633.00    | 0.00%             | 2029-10-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                       | NAV CANADA                     | CUSIP: 62895ZAN0<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |        491000 | PA      | $307938.45     | 0.00%             | 2046-02-23      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |       7913000 | PA      | $6701806.65    | 0.01%             | 2040-05-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       5700000 | PA      | $6316147.37    | 0.00%             | 2038-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       5400000 | PA      | $5729009.29    | 0.00%             | 2031-02-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      69016000 | PA      | $33754347.29   | 0.03%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |       4952000 | PA      | $5360103.87    | 0.00%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAK2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $826861.60     | 0.00%             | 2053-10-06      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                        | ACHMEA BV                      | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |       3400000 | PA      | $4022551.25    | 0.00%             | 2044-11-02      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: EF9173768<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       5000000 | PA      | $6605611.20    | 0.01%             | 2031-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       1906000 | PA      | $1737016.31    | 0.00%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       2100000 | PA      | $2298082.23    | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: N/A<br>LEI: J5OIVXX3P24RJRW5CK77       | Long             | DBT              | CORP              | US        |       3595000 | PA      | $3826182.63    | 0.00%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $3508884.01    | 0.00%             | 2049-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       4913000 | PA      | $5440487.04    | 0.00%             | 2026-09-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $10073262.58   | 0.01%             | 2030-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      26500000 | PA      | $31122535.51   | 0.02%             | 2028-07-19      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     172339190 | PA      | $201641473.50  | 0.16%             | 2028-12-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      13337000 | PA      | $15363066.55   | 0.01%             | 2033-06-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $7324676.09    | 0.01%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      20214000 | PA      | $21919298.41   | 0.02%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       2926000 | PA      | $4253841.99    | 0.00%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                 | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3682857.71    | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3195023.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      12669000 | PA      | $13954661.05   | 0.01%             | 2028-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      64657000 | PA      | $15119969.77   | 0.01%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3248669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       5000000 | PA      | $2982531.88    | 0.00%             | 2029-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $10672957.39   | 0.01%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Great Rolling Stock Co PLC/The                                                   | GREAT ROLLING ST               | CUSIP: N/A<br>LEI: 21380012DN57CMIGJT65       | Long             | DBT              | CORP              | GB        |        124444 | PA      | $178154.86     | 0.00%             | 2035-07-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: BH5288981<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3349536.61    | 0.00%             | 2030-04-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1452214.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1269490000 | PA      | $53464169.51   | 0.04%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1042642.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       9752000 | PA      | $9935634.72    | 0.01%             | 2032-11-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20000000000 | PA      | $139472541.61  | 0.11%             | 2026-10-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |       5000000 | PA      | $5732076.89    | 0.00%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6085270.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1700000000 | PA      | $11478532.45   | 0.01%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $924006.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       4515000 | PA      | $4386071.24    | 0.00%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4815200000 | PA      | $29861820.79   | 0.02%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westfield America Management Ltd                                                 | WESTFIELD AMERIC               | CUSIP: AM9809428<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              | CORP              | AU        |       3400000 | PA      | $4099016.47    | 0.00%             | 2029-03-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                         | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |      11966000 | PA      | $13326210.39   | 0.01%             | 2027-06-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6574858.72    | 0.01%             | 2031-09-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FR5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $10120727.88   | 0.01%             | 2030-05-05      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      25000000 | PA      | $28926066.21   | 0.02%             | 2038-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       3413000 | PA      | $3109198.85    | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       1904000 | PA      | $1996839.32    | 0.00%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                    | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $114076.00     | 0.00%             | 2043-06-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BK2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |        100000 | PA      | $110818.62     | 0.00%             | 2027-03-13      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |        110000 | PA      | $69729.02      | 0.00%             | 2028-04-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Emissionskonsortium Der Gemeinsamen Laenderschatzanweisungen Bestehend Aus Den   | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900QAEEZOGUK5F293       | Long             | DBT              | NUSS              | DE        |       1951000 | PA      | $2078495.99    | 0.00%             | 2029-02-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397F40<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       2200000 | PA      | $2884508.98    | 0.00%             | 2030-04-30      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       4000000 | PA      | $2420757.68    | 0.00%             | 2027-07-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $2773046.43    | 0.00%             | 2035-01-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: EK0615147<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |       2142000 | PA      | $2127942.30    | 0.00%             | 2054-02-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5503844.33    | 0.00%             | 2027-09-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       1781000 | PA      | $1977733.40    | 0.00%             | 2026-12-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $3494718.51    | 0.00%             | 2033-06-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      10906000 | PA      | $9741559.90    | 0.01%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3387181.00    | 0.00%             | 2035-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      14958000 | PA      | $16646997.06   | 0.01%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Spain Government International Bond                                              | SPAIN KINGDOM                  | CUSIP: EC1185833<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |        500000 | PA      | $686780.34     | 0.00%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |       4900000 | PA      | $5438917.35    | 0.00%             | 2039-10-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abanca Corp Bancaria SA                                                          | ABANCA CORP                    | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |       1600000 | PA      | $1759409.11    | 0.00%             | 2027-09-08      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6043726.90    | 0.00%             | 2031-09-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       5000000 | PA      | $3093309.36    | 0.00%             | 2028-12-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      85000000 | PA      | $101569120.87  | 0.08%             | 2030-10-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      22000000 | PA      | $25167494.67   | 0.02%             | 2034-03-21      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                          | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |       1800000 | PA      | $1820915.16    | 0.00%             | 2030-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |       2448000 | PA      | $2649938.80    | 0.00%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      13000000 | PA      | $14568344.64   | 0.01%             | 2031-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wods Transmission PLC                                                            | WODS TRANSMISSIO               | CUSIP: N/A<br>LEI: 2138004ZZ63SPEQ3W108       | Long             | DBT              | CORP              | GB        |         64198 | PA      | $80034.08      | 0.00%             | 2034-08-24      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCD8<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       5790000 | PA      | $3679798.25    | 0.00%             | 2049-10-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |        625000 | PA      | $704048.89     | 0.00%             | 2030-12-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Technologies Holding GmbH                                               | AMP TECH HD GMBH               | CUSIP: AU5909711<br>LEI: 549300110BRSS7DV8V39 | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2223574.62    | 0.00%             | 2028-10-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                       | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |       6706000 | PA      | $7705089.00    | 0.01%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       5066000 | PA      | $6486718.92    | 0.01%             | 2029-10-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 064151QE6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       7346000 | PA      | $5312425.67    | 0.00%             | 2026-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       8120000 | PA      | $9188668.02    | 0.01%             | 2173-11-24      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZQ5359901<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    2227900000 | PA      | $14941848.11   | 0.01%             | 2029-11-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1447700000 | PA      | $9950140.92    | 0.01%             | 2027-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                           | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $458640.03     | 0.00%             | 2071-07-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       7089000 | PA      | $7234489.58    | 0.01%             | 2030-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                         | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |       5500000 | PA      | $5982914.91    | 0.00%             | 2027-04-19      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $11071565.70   | 0.01%             | 2050-06-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     107325000 | PA      | $25397313.38   | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      46990000 | PA      | $55868886.75   | 0.04%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAX6<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       1350000 | PA      | $976368.85     | 0.00%             | 2029-02-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       5500000 | PA      | $3955389.67    | 0.00%             | 2035-06-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |       4000000 | PA      | $4722163.45    | 0.00%             | 2030-06-18      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                    | MERCK FIN SERVIC               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4254647.12    | 0.00%             | 2028-07-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |       5000000 | PA      | $3539780.94    | 0.00%             | 2055-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                             | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |        836000 | PA      | $924988.79     | 0.00%             | 2026-07-30      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Niedersachsen Invest GmbH                                                        | NIEDERSACHSEN IN               | CUSIP: N/A<br>LEI: 3912007MDCRA8HE8NT12       | Long             | DBT              | NUSS              | DE        |      10000000 | PA      | $8876186.24    | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      19200000 | PA      | $21858883.17   | 0.02%             | 2030-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | CH        |      12246000 | PA      | $14411763.03   | 0.01%             | 2026-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      12351000 | PA      | $6183023.41    | 0.00%             | 2051-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14860159.24  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AM6<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $766108.30     | 0.00%             | 2032-12-21      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      37000000 | PA      | $24050011.85   | 0.02%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       1455000 | PA      | $1358151.97    | 0.00%             | 2038-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ADM3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      44887000 | PA      | $32532112.10   | 0.03%             | 2026-06-02      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: AU2349861<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |       3341000 | PA      | $3593278.66    | 0.00%             | 2028-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $2894701.66    | 0.00%             | 2031-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: EC5317408<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |       3935000 | PA      | $5328990.47    | 0.00%             | 2027-03-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       2731000 | PA      | $3231551.38    | 0.00%             | 2042-03-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BY8<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1486524.30    | 0.00%             | 2027-06-28      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5873717.19    | 0.00%             | 2027-06-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |       3500000 | PA      | $3896604.73    | 0.00%             | 2036-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7008613.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      44548000 | PA      | $49171120.00   | 0.04%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $51862.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Electricity Financial Corp                                               | ONTARIO HYDRO                  | CUSIP: 683078GG8<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |       6872000 | PA      | $5283652.80    | 0.00%             | 2026-06-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |        400000 | PA      | $368840.99     | 0.00%             | 2038-05-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27985533.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5649438.28    | 0.00%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       7762000 | PA      | $8385312.88    | 0.01%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Anchor Hanover Group                                                             | ANCHOR HANOVER G               | CUSIP: N/A<br>LEI: 213800GM9QX6ANDXAW94       | Long             | DBT              | CORP              | GB        |       4491000 | PA      | $2799957.95    | 0.00%             | 2051-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                                               | DEUTSCHE WOHNEN                | CUSIP: N/A<br>LEI: 529900QE24Q67I3FWZ10       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4231826.98    | 0.00%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      18000000 | PA      | $21678622.77   | 0.02%             | 2032-11-13      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $104841775.07  | 0.08%             | 2027-01-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11651596.36   | 0.01%             | 2029-07-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |        205000 | PA      | $224668.25     | 0.00%             | 2027-03-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      45000000 | PA      | $9419459.51    | 0.01%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14032150000 | PA      | $87947231.27   | 0.07%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |       5998000 | PA      | $6008634.60    | 0.00%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   69700000000 | PA      | $51568080.68   | 0.04%             | 2033-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $198323.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital City Link General Partnership                                            | CAPITAL CITY                   | CUSIP: 140006AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        374865 | PA      | $259466.48     | 0.00%             | 2046-03-31      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |        700000 | PA      | $722754.29     | 0.00%             | 2030-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2200500000 | PA      | $16155491.40   | 0.01%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |       9752000 | PA      | $11944800.00   | 0.01%             | 2032-03-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3173337.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: N/A<br>LEI: 549300IKL1SDPFI7N655       | Long             | DBT              | CORP              | US        |       2277000 | PA      | $2550792.07    | 0.00%             | 2026-07-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6500000000 | PA      | $44722245.77   | 0.04%             | 2028-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $933008.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DQ2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2484000 | PA      | $1795487.85    | 0.00%             | 2027-06-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     125660000 | PA      | $139208313.74  | 0.11%             | 2026-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PGF4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      10250000 | PA      | $7358709.65    | 0.01%             | 2028-03-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      14800000 | PA      | $16099842.28   | 0.01%             | 2027-05-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HSBC Continental Europe SA                                                       | HSBC FRANCE                    | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5359151.00    | 0.00%             | 2027-09-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      18081000 | PA      | $21265862.94   | 0.02%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      99896000 | PA      | $110454265.35  | 0.09%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp                | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $4161873.69    | 0.00%             | 2026-11-30      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5587000000 | PA      | $38540054.43   | 0.03%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-487635.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5873731.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       6582000 | PA      | $8026468.81    | 0.01%             | 2027-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Reliance LP                                                                      | RELIANCE LP                    | CUSIP: 759480AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2187000 | PA      | $1554189.03    | 0.00%             | 2027-12-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      52826101 | PA      | $56467990.02   | 0.04%             | 2055-06-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     132003416 | PA      | $139459203.13  | 0.11%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     115000000 | PA      | $17188125.03   | 0.01%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $327014.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $928851.63     | 0.00%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       4732000 | PA      | $3709921.58    | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    5082310000 | PA      | $8827299.59    | 0.01%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAS7<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1541518.64    | 0.00%             | 2033-10-28      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |        100000 | PA      | $110369.59     | 0.00%             | 2026-10-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Canada Post Corp                                                                 | CANADA POST CORP               | CUSIP: 13521JAB7<br>LEI: 549300O6E8FEF6XJHA57 | Long             | DBT              | NUSS              | CA        |       1789000 | PA      | $1322611.62    | 0.00%             | 2040-07-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: AX9947695<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $5873578.08    | 0.00%             | 2030-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                         | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |        500000 | PA      | $531028.72     | 0.00%             | 2173-06-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1824900000 | PA      | $12165840.46   | 0.01%             | 2030-09-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Scotiabank Capital Trust                                                         | SCOTIABANK CAP                 | CUSIP: 80928BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1933000 | PA      | $1468881.88    | 0.00%             | 2056-12-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      11274000 | PA      | $12046511.19   | 0.01%             | 2029-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      20000000 | PA      | $23268251.07   | 0.02%             | 2030-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | DBT              | CORP              | IE        |      11020000 | PA      | $13004046.68   | 0.01%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      40700000 | PA      | $29933614.45   | 0.02%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |        985000 | PA      | $1201461.08    | 0.00%             | 2035-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5903466.41    | 0.00%             | 2031-01-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     193332000 | PA      | $121375688.12  | 0.10%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Leeds Building Society                                                           | LEEDS BLDG SOC                 | CUSIP: N/A<br>LEI: O8VR8MK4M5SM9ZVEFS35       | Long             | DBT              | CORP              | GB        |       7606000 | PA      | $9373178.92    | 0.01%             | 2027-10-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Peabody Capital PLC                                                              | PEABODY CAPTL                  | CUSIP: EI6076968<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       2750000 | PA      | $3337638.44    | 0.00%             | 2043-03-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roadster Finance DAC                                                             | ROADSTER FIN                   | CUSIP: N/A<br>LEI: 635400KZYOJPAAGFRD47       | Long             | DBT              | CORP              | IE        |        100000 | PA      | $110135.60     | 0.00%             | 2032-12-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4492504.04    | 0.00%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AF3<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $389462.76     | 0.00%             | 2048-07-13      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8010100000 | PA      | $49491314.34   | 0.04%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       2875000 | PA      | $2596818.45    | 0.00%             | 2034-10-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                         | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |      10000000 | PA      | $11703518.29   | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                                           | CASTELLUM HELSIN               | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |       5609000 | PA      | $5673842.28    | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       8500000 | PA      | $9441238.87    | 0.01%             | 2032-03-02      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      13820000 | PA      | $15253583.36   | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       6529000 | PA      | $7552451.30    | 0.01%             | 2173-10-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |        100000 | PA      | $114245.65     | 0.00%             | 2032-06-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Ltd                                                       | UNITED UTIL WAT                | CUSIP: EC7876542<br>LEI: 213800RQ5FMB2GQ69174 | Long             | DBT              | CORP              | GB        |       3321000 | PA      | $4513047.34    | 0.00%             | 2027-12-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $262252.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      63500000 | PA      | $14380653.95   | 0.01%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Communaute Francaise de Belgique                                                 | COMM FRANC BELG                | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | NUSS              | BE        |      13500000 | PA      | $15256768.39   | 0.01%             | 2040-06-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |    3000000000 | PA      | $1616049.67    | 0.00%             | 2066-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $2845835.77    | 0.00%             | 2028-09-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP MOLLER                      | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | DBT              | CORP              | DK        |      12786000 | PA      | $12349598.47   | 0.01%             | 2031-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     165561000 | PA      | $193403574.19  | 0.15%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      24000000 | PA      | $17582881.18   | 0.01%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12026582.34   | 0.01%             | 2029-06-07      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                                     | DS SMITH PLC                   | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | DBT              | CORP              | GB        |       4981000 | PA      | $5522434.46    | 0.00%             | 2026-09-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |       1931000 | PA      | $2200030.63    | 0.00%             | 2028-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NorteGas Energia Distribucion SA                                                 | NORTEGAS ENERGIA               | CUSIP: N/A<br>LEI: 959800K24LB8NMVR7K61       | Long             | DBT              | CORP              | ES        |       2139000 | PA      | $2372631.85    | 0.00%             | 2027-09-28      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28376547.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       8100000 | PA      | $9435235.67    | 0.01%             | 2027-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2863850000 | PA      | $20890654.07   | 0.02%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       1860000 | PA      | $2427215.03    | 0.00%             | 2027-12-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      23200000 | PA      | $22633993.26   | 0.02%             | 2031-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       4400000 | PA      | $4920526.95    | 0.00%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SACA                                                              | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6012170.21    | 0.00%             | 2053-07-18      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4637850000 | PA      | $27824560.18   | 0.02%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |       2457000 | PA      | $2727043.45    | 0.00%             | 2026-11-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45833VAD1<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       1053000 | PA      | $682957.57     | 0.00%             | 2051-11-27      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5786948.77    | 0.00%             | 2031-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      58529000 | PA      | $38168363.17   | 0.03%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |       4603000 | PA      | $4344969.32    | 0.00%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KPN NV                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |       3944000 | PA      | $5449428.55    | 0.00%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EN5<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       2354000 | PA      | $1744459.14    | 0.00%             | 2041-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |      15500000 | PA      | $18077512.46   | 0.01%             | 2030-02-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LPY3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       4900000 | PA      | $3749965.45    | 0.00%             | 2028-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   17191000000 | PA      | $100083397.74  | 0.08%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15500000000 | PA      | $103453339.63  | 0.08%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       4000000 | PA      | $4683432.85    | 0.00%             | 2033-04-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBV9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     730000000 | PA      | $4979744.17    | 0.00%             | 2029-05-23      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: AM1887562<br>LEI: 549300GFSOR556BX2290 | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5614278.56    | 0.00%             | 2027-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2217812.94    | 0.00%             | 2036-05-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       2500000 | PA      | $3417425.53    | 0.00%             | 2027-09-30      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |       6500000 | PA      | $8831514.51    | 0.01%             | 2043-10-05      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AE3<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       1777000 | PA      | $1403508.78    | 0.00%             | 2035-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: EC0801505<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |        242000 | PA      | $333934.79     | 0.00%             | 2029-01-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       2800000 | PA      | $2881862.18    | 0.00%             | 2030-04-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469TW5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       4581000 | PA      | $2870617.89    | 0.00%             | 2043-03-05      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZC1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      14895000 | PA      | $10699299.13   | 0.01%             | 2027-11-30      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      30084000 | PA      | $31931083.97   | 0.03%             | 2029-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      33584000 | PA      | $45448624.11   | 0.04%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     667080000 | PA      | $144032258.28  | 0.11%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                    | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  104280000000 | PA      | $15740128.43   | 0.01%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LYA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       2630000 | PA      | $1996414.76    | 0.00%             | 2034-01-16      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      12900000 | PA      | $14830327.25   | 0.01%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7355000 | PA      | $8998975.05    | 0.01%             | 2028-10-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |       4523000 | PA      | $5459615.49    | 0.00%             | 2055-07-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Northern Courier Pipeline LP                                                     | NORTHERN COUR                  | CUSIP: 66509CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        670083 | PA      | $456106.98     | 0.00%             | 2042-06-30      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      95982000 | PA      | $60212329.76   | 0.05%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SSL Finance Inc                                                                  | SSL FIN/FNCMT IN               | CUSIP: 78468QAA1<br>LEI: 549300IYS16MVT3XST19 | Long             | DBT              | CORP              | CA        |       1276282 | PA      | $869049.27     | 0.00%             | 2045-10-31      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       8290000 | PA      | $9409706.76    | 0.01%             | 2027-04-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |       4958000 | PA      | $5511442.79    | 0.00%             | 2027-02-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd                                                                | MDGH GMTN RSC                  | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |       2000000 | PA      | $1809727.11    | 0.00%             | 2034-03-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: BH4962032<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      12461000 | PA      | $14135474.98   | 0.01%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Co PJSC                                        | EMIRATES TELECOM               | CUSIP: N/A<br>LEI: 529900XDPQPWEQ9BGB80       | Long             | DBT              | CORP              | AE        |       8145000 | PA      | $9214169.83    | 0.01%             | 2026-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5236962.94    | 0.00%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                                           | CANADIAN UTILITI               | CUSIP: 136717BD6<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |        620000 | PA      | $447611.17     | 0.00%             | 2052-06-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: ZS8777154<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      84996000 | PA      | $20409466.04   | 0.02%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |       9049000 | PA      | $9489938.45    | 0.01%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: N/A<br>LEI: 765LHXWGK1KXCLTFYQ30       | Long             | DBT              | CORP              | US        |       5207000 | PA      | $4566216.24    | 0.00%             | 2043-06-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      13303000 | PA      | $16208528.71   | 0.01%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       8800000 | PA      | $6939437.86    | 0.01%             | 2040-07-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $133024.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       4876000 | PA      | $5268990.37    | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCD1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       2100000 | PA      | $1626187.23    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       9000000 | PA      | $9938588.51    | 0.01%             | 2026-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DG2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      10629000 | PA      | $9829116.66    | 0.01%             | 2033-03-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |        439000 | PA      | $469396.38     | 0.00%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VD4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       8945000 | PA      | $6395141.00    | 0.01%             | 2055-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Securitas Treasury Ireland DAC                                                   | SECURITAS TREASU               | CUSIP: N/A<br>LEI: 635400BJYMDVAXBPJ960       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5863273.44    | 0.00%             | 2030-02-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: AZ5408952<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $2806911.97    | 0.00%             | 2034-07-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      30665000 | PA      | $16507487.05   | 0.01%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |       5800000 | PA      | $6190292.29    | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJQ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $869948.99     | 0.00%             | 2039-09-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: EI1932835<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       4483000 | PA      | $5041936.93    | 0.00%             | 2060-03-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      10300000 | PA      | $10473846.90   | 0.01%             | 2029-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $2799990.09    | 0.00%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27302087.46  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       7900000 | PA      | $4692287.51    | 0.00%             | 2033-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4327758.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |        586000 | PA      | $644885.33     | 0.00%             | 2027-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      12184000 | PA      | $13957907.00   | 0.01%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1502419.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $1485241.34    | 0.00%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |        100000 | PA      | $114360.27     | 0.00%             | 2029-04-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       4900000 | PA      | $5302421.83    | 0.00%             | 2034-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      19300000 | PA      | $19184282.51   | 0.02%             | 2030-10-07      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1180000000 | PA      | $6498027.60    | 0.01%             | 2055-03-19      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      10450000 | PA      | $11661042.64   | 0.01%             | 2032-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     167425000 | PA      | $102127225.23  | 0.08%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2300000000 | PA      | $15263612.67   | 0.01%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      29207000 | PA      | $32468398.53   | 0.03%             | 2026-07-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                      | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |       3000000 | PA      | $2999866.78    | 0.00%             | 2051-11-24      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      11748000 | PA      | $12987186.29   | 0.01%             | 2033-05-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2547510.62    | 0.00%             | 2030-02-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      22400000 | PA      | $23947345.83   | 0.02%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      10500000 | PA      | $12707017.50   | 0.01%             | 2028-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13513350000 | PA      | $93373326.24   | 0.07%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7586379.80    | 0.01%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8735200000 | PA      | $62739538.46   | 0.05%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      16790000 | PA      | $10967482.83   | 0.01%             | 2029-01-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $76730485.38   | 0.06%             | 2026-09-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      10700000 | PA      | $5689488.09    | 0.00%             | 2032-03-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 66989ZEG9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       6124000 | PA      | $3680192.62    | 0.00%             | 2062-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Holding d'Infrastructures de Transport SASU                                      | HOLDING D'INFRA                | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |       8100000 | PA      | $8298004.40    | 0.01%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-106413.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |      50000000 | PA      | $367428.52     | 0.00%             | 2029-04-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |       2683000 | PA      | $3094683.06    | 0.00%             | 2029-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                       | CUSIP: N/A<br>LEI: 254900JOFV74IJ7H9933       | Long             | DBT              | CORP              | US        |       4833000 | PA      | $5443076.26    | 0.00%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |       4200000 | PA      | $4532069.34    | 0.00%             | 2029-06-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11786919.88   | 0.01%             | 2032-09-06      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3240331.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWOGE Wohnungsbaugesellschaft mbH                                               | HOWOGE WOHNUNGS                | CUSIP: N/A<br>LEI: 894500BIY1Z9MG9QB745       | Long             | DBT              | CORP              | DE        |       3600000 | PA      | $3252817.57    | 0.00%             | 2033-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 294105AC5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1524904.98    | 0.00%             | 2054-05-31      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |        802000 | PA      | $992761.29     | 0.00%             | 2029-01-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      13189000 | PA      | $12687147.05   | 0.01%             | 2035-05-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAH9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       2200000 | PA      | $1547712.61    | 0.00%             | 2052-08-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |        382000 | PA      | $486969.36     | 0.00%             | 2029-03-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      42317000 | PA      | $40876955.75   | 0.03%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $8211332.13    | 0.01%             | 2036-05-31      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Canada Ltd                                                | CNH INDUSTRIAL                 | CUSIP: 12658MAC5<br>LEI: 549300H27PZRX3M53H19 | Long             | DBT              | CORP              | CA        |        975000 | PA      | $725644.70     | 0.00%             | 2027-03-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: N/A<br>LEI: YMEGZFW4SBUSS5BQXF88       | Long             | DBT              | CORP              | US        |        217000 | PA      | $170540.42     | 0.00%             | 2039-11-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                              | PEARSON FUNDING                | CUSIP: N/A<br>LEI: 2138001ZJKQ5U81RMY52       | Long             | DBT              | CORP              | GB        |       1293000 | PA      | $1623391.22    | 0.00%             | 2030-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      44609000 | PA      | $44939046.23   | 0.04%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23032620.43   | 0.02%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3742946.02    | 0.00%             | 2032-08-02      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      20200000 | PA      | $16830575.86   | 0.01%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Societe Fonciere Lyonnaise SA                                                    | SOCIETE FONCIERE               | CUSIP: N/A<br>LEI: 969500B0S40FTUVKD182       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3339548.26    | 0.00%             | 2027-06-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Quadgas Finance PLC                                                              | QUADGAS FIN PLC                | CUSIP: N/A<br>LEI: 549300VISZ55A4JZIN65       | Long             | DBT              | CORP              | GB        |       2321000 | PA      | $2807622.90    | 0.00%             | 2029-09-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3542758.20    | 0.00%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4101150000 | PA      | $30353661.54   | 0.02%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      23000000 | PA      | $24621992.59   | 0.02%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: AN8683541<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      62810000 | PA      | $63674326.00   | 0.05%             | 2048-03-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       1670000 | PA      | $1453975.09    | 0.00%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       8784000 | PA      | $7628752.38    | 0.01%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |      30000000 | PA      | $34657850.82   | 0.03%             | 2028-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                    | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |       1126000 | PA      | $1146990.84    | 0.00%             | 2030-01-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |        700000 | PA      | $644490.56     | 0.00%             | 2033-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       9958000 | PA      | $10909218.91   | 0.01%             | 2026-09-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $10934543.90   | 0.01%             | 2026-10-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AG8<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $1032450.74    | 0.00%             | 2040-04-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       4200000 | PA      | $5258828.69    | 0.00%             | 2032-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: ZQ6650134<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      18224000 | PA      | $14313477.33   | 0.01%             | 2039-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      43150000 | PA      | $32622273.27   | 0.03%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| 2i Rete Gas SpA                                                                  | 2I RETE GAS SPA                | CUSIP: N/A<br>LEI: 549300RV0WBR05UTDI91       | Long             | DBT              | CORP              | IT        |      10200000 | PA      | $10187589.85   | 0.01%             | 2031-01-29      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 021374AE3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1643069.49    | 0.00%             | 2055-10-11      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1643800000 | PA      | $12345100.10   | 0.01%             | 2031-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 592179JZ9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       3372000 | PA      | $2432955.97    | 0.00%             | 2030-04-09      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       6164000 | PA      | $6903645.92    | 0.01%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       4103000 | PA      | $4634978.05    | 0.00%             | 2026-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2797468.70    | 0.00%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5591473.71    | 0.00%             | 2027-04-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       3091000 | PA      | $2154548.75    | 0.00%             | 2027-08-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AC9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |        900000 | PA      | $599121.89     | 0.00%             | 2042-07-30      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      49156000 | PA      | $48542335.87   | 0.04%             | 2031-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                                                   | INTERMEDIATE CAP               | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | DBT              | CORP              | GB        |       1762000 | PA      | $1913685.31    | 0.00%             | 2030-01-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      30100000 | PA      | $34902700.10   | 0.03%             | 2031-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       3000000 | PA      | $2743758.39    | 0.00%             | 2033-02-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAV0<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       1700000 | PA      | $1229867.87    | 0.00%             | 2026-08-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       8362000 | PA      | $9217951.93    | 0.01%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |         88700 | PA      | $32621.89      | 0.00%             | 2050-08-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Aster Treasury Plc                                                               | ASTER TREASURY P               | CUSIP: N/A<br>LEI: 213800P9VSYTW2S14R80       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $1804497.07    | 0.00%             | 2036-01-27      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  102000000000 | PA      | $73099765.60   | 0.06%             | 2027-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AF1<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |        277000 | PA      | $208377.36     | 0.00%             | 2043-09-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      14400000 | PA      | $13925864.54   | 0.01%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KF9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      18782000 | PA      | $13445437.89   | 0.01%             | 2027-01-19      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      50000000 | PA      | $61239955.86   | 0.05%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       2908000 | PA      | $3188687.73    | 0.00%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      25900000 | PA      | $17038862.64   | 0.01%             | 2028-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       2684000 | PA      | $3642280.32    | 0.00%             | 2035-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     191931000 | PA      | $202626491.19  | 0.16%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11589409.66   | 0.01%             | 2028-01-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      13727000 | PA      | $16773910.45   | 0.01%             | 2027-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $198323.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |       4000000 | PA      | $3875084.65    | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZBJ1<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1888682.36    | 0.00%             | 2034-03-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3376423.91    | 0.00%             | 2027-02-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      10681000 | PA      | $7038091.77    | 0.01%             | 2032-09-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      51525000 | PA      | $57058376.73   | 0.05%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      58405000 | PA      | $68739989.94   | 0.05%             | 2044-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      68531000 | PA      | $41660765.38   | 0.03%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     200000000 | PA      | $53727031.50   | 0.04%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1086014.85    | 0.00%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1550000 | PA      | $1232509.50    | 0.00%             | 2036-09-11      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                    | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |      30000000 | PA      | $34703785.65   | 0.03%             | 2027-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       4785000 | PA      | $4819393.19    | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      69480000 | PA      | $48926801.97   | 0.04%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       1923000 | PA      | $1964922.94    | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |       3000000 | PA      | $3287252.03    | 0.00%             | 2027-01-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |        542000 | PA      | $431967.84     | 0.00%             | 2040-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |       4500000 | PA      | $5349367.36    | 0.00%             | 2028-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      25000000 | PA      | $28077311.95   | 0.02%             | 2027-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      14100000 | PA      | $16459623.85   | 0.01%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: ZQ1681365<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |        400000 | PA      | $435885.62     | 0.00%             | 2027-02-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  117409350000 | PA      | $80527806.52   | 0.06%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      70400000 | PA      | $81557104.30   | 0.06%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |        100000 | PA      | $112387.07     | 0.00%             | 2027-01-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      10200000 | PA      | $10649961.56   | 0.01%             | 2031-03-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     371154000 | PA      | $33609051.79   | 0.03%             | 2033-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |      15000000 | PA      | $17247474.03   | 0.01%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      16200000 | PA      | $17640078.91   | 0.01%             | 2028-02-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       2146000 | PA      | $2389778.52    | 0.00%             | 2027-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DF6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       3240000 | PA      | $2153039.23    | 0.00%             | 2042-12-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Gwynt y Mor OFTO PLC                                                             | GWYNT Y MOR OFTO               | CUSIP: N/A<br>LEI: 213800ZY75FRI51F4U25       | Long             | DBT              | CORP              | GB        |        602794 | PA      | $704056.25     | 0.00%             | 2034-02-17      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BD7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       1815000 | PA      | $1933583.02    | 0.00%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2634231.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LeasePlan Corp NV                                                                | AYVENS BANK NV                 | CUSIP: N/A<br>LEI: 724500C60L930FVHS484       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4402530.79    | 0.00%             | 2026-09-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DX7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       3204000 | PA      | $1724411.34    | 0.00%             | 2051-04-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      11776000 | PA      | $12530921.26   | 0.01%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Morhomes PLC                                                                     | MORHOMES PLC                   | CUSIP: N/A<br>LEI: 213800YN2RFMRU87SB68       | Long             | DBT              | CORP              | GB        |        913000 | PA      | $949047.12     | 0.00%             | 2040-02-19      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                            | BG ENERGY CAP                  | CUSIP: EI8604791<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2598969.56    | 0.00%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU FIN UK               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |        500000 | PA      | $490771.98     | 0.00%             | 2033-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CRC2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       1954000 | PA      | $1332410.71    | 0.00%             | 2031-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      12000000 | PA      | $11627271.34   | 0.01%             | 2031-10-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $10978464.51   | 0.01%             | 2026-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LD1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       4584000 | PA      | $5058378.82    | 0.00%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |       4461000 | PA      | $4608439.11    | 0.00%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      15200000 | PA      | $17004180.90   | 0.01%             | 2034-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5303543.33    | 0.00%             | 2028-06-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      16178000 | PA      | $17370484.88   | 0.01%             | 2027-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      46386000 | PA      | $34483645.75   | 0.03%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       2439000 | PA      | $2582562.22    | 0.00%             | 2028-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5324664.19    | 0.00%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2544937.34    | 0.00%             | 2041-02-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       3174000 | PA      | $3482324.18    | 0.00%             | 2027-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-30276474.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28767004.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                       | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |        800000 | PA      | $767950.30     | 0.00%             | 2031-10-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1278753000 | PA      | $43113636.86   | 0.03%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      17470000 | PA      | $11563208.75   | 0.01%             | 2031-12-15      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $3197687.97    | 0.00%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |       2146000 | PA      | $2361974.06    | 0.00%             | 2027-10-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854GY8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       2939000 | PA      | $2358151.18    | 0.00%             | 2029-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       2620000 | PA      | $1295164.67    | 0.00%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lendlease Finance Ltd                                                            | LENDLEASE FIN                  | CUSIP: N/A<br>LEI: 5493002EE2IQRQ3JUP44       | Long             | DBT              | CORP              | AU        |       2070000 | PA      | $1270696.50    | 0.00%             | 2027-10-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $34270.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meadowhall Finance PLC                                                           | MEADOWHALL                     | CUSIP: N/A<br>LEI: 213800TPCOG55GYF9V34       | Long             | DBT              | CORP              | GB        |        342742 | PA      | $438213.81     | 0.00%             | 2037-07-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9714677.17    | 0.01%             | 2028-06-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |      10000000 | PA      | $10897008.03   | 0.01%             | 2030-03-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       4815000 | PA      | $5901645.09    | 0.00%             | 2030-05-29      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       9369000 | PA      | $10507255.24   | 0.01%             | 2026-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8805386.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      42336000 | PA      | $26465834.51   | 0.02%             | 2029-06-26      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       3413000 | PA      | $3405369.62    | 0.00%             | 2034-01-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       1000000 | PA      | $1092563.86    | 0.00%             | 2031-12-07      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7450000000 | PA      | $51353306.44   | 0.04%             | 2028-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Europe Ltd                                                      | GLENCORE FINANCE               | CUSIP: N/A<br>LEI: 213800WHKNIC1JQQG433       | Long             | DBT              | CORP              | JE        |       4100000 | PA      | $4575649.87    | 0.00%             | 2026-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $1371095.96    | 0.00%             | 2027-12-28      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      11000000 | PA      | $8027057.30    | 0.01%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $2880906.44    | 0.00%             | 2039-03-04      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     177959958 | PA      | $96063226.00   | 0.08%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Nestle Capital Corp                                                              | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300VIRTXBZ81J0S95       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $1291165.28    | 0.00%             | 2034-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                    | BRISBANE AIRPORT               | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |       3000000 | PA      | $1868599.08    | 0.00%             | 2030-12-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Plenary Properties LTAP LP                                                       | PLENARY PROPERTI               | CUSIP: 72908VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2326397 | PA      | $1892533.28    | 0.00%             | 2044-01-31      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $22039038.03   | 0.02%             | 2026-09-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     143885000 | PA      | $95957079.75   | 0.08%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2291703.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4200000000 | PA      | $27200827.95   | 0.02%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      44173000 | PA      | $51036023.66   | 0.04%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       7400000 | PA      | $8235296.50    | 0.01%             | 2026-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  Jun25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          5585 | NC      | $6042883.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     110000000 | PA      | $24666759.67   | 0.02%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      13813000 | PA      | $13277365.20   | 0.01%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Telereal Securitisation PLC                                                      | TELEREAL SECUR                 | CUSIP: N/A<br>LEI: 213800HO84XTEA5NZO43       | Long             | DBT              | CORP              | GB        |        247920 | PA      | $336356.05     | 0.00%             | 2033-12-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-30160618.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAR1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $745256.30     | 0.00%             | 2046-10-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29942831.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      19409000 | PA      | $16381021.42   | 0.01%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Givaudan SA                                          | ARGENTUM NETH                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       7600000 | PA      | $8251506.18    | 0.01%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $8233229.51    | 0.01%             | 2030-04-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-85917604.68  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3591500.63    | 0.00%             | 2038-09-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                                                            | EVERSHOLT FUND                 | CUSIP: N/A<br>LEI: 5493002X7O83FCJVYO69       | Long             | DBT              | CORP              | GB        |       6635000 | PA      | $6864993.51    | 0.01%             | 2042-08-07      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |       7600000 | PA      | $8356008.56    | 0.01%             | 2027-03-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBE2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |        745000 | PA      | $502709.69     | 0.00%             | 2044-09-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Power Financial Corp                                                             | POWER FINANCIAL                | CUSIP: 73927CAB6<br>LEI: 549300RD0SS3HPUKXF62 | Long             | DBT              | CORP              | CA        |        615000 | PA      | $520115.89     | 0.00%             | 2033-03-11      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                      | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |       2500000 | PA      | $2448083.16    | 0.00%             | 2031-09-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       2908000 | PA      | $3507784.37    | 0.00%             | 2028-01-29      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       4526000 | PA      | $4880171.06    | 0.00%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                  | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |       7314000 | PA      | $8069457.44    | 0.01%             | 2026-10-26      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Housing & Care 21                                                                | HOUSING AND CARE               | CUSIP: AP7311065<br>LEI: 2138006KF8SVD28K9813 | Long             | DBT              | CORP              | GB        |       2264000 | PA      | $1982029.48    | 0.00%             | 2049-11-08      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   43000000000 | PA      | $34380709.74   | 0.03%             | 2029-12-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-50721.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $3918142.49    | 0.00%             | 2032-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       2400000 | PA      | $2604269.53    | 0.00%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       8231000 | PA      | $7729369.34    | 0.01%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |       6762000 | PA      | $3212132.14    | 0.00%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     470725000 | PA      | $14821421.66   | 0.01%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      23740000 | PA      | $30046426.66   | 0.02%             | 2029-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      13400000 | PA      | $14416056.12   | 0.01%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                    | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |   13700000000 | PA      | $2632725.48    | 0.00%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |      23300000 | PA      | $25452015.70   | 0.02%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |       5820000 | PA      | $6564650.05    | 0.01%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     100000000 | PA      | $674128.13     | 0.00%             | 2030-06-24      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |       4650000 | PA      | $2808248.14    | 0.00%             | 2029-05-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     200000000 | PA      | $29351343.15   | 0.02%             | 2028-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      17000000 | PA      | $20266927.90   | 0.02%             | 2031-01-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      62132809 | PA      | $67440565.37   | 0.05%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $4139010.00    | 0.00%             | 2034-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4496223.42    | 0.00%             | 2028-06-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aster Treasury Plc                                                               | ASTER TREASURY P               | CUSIP: N/A<br>LEI: 213800P9VSYTW2S14R80       | Long             | DBT              | CORP              | GB        |       1319000 | PA      | $1499202.25    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      77000000 | PA      | $55793783.33   | 0.04%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: AQ7115290<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5325662.80    | 0.00%             | 2030-01-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      10782000 | PA      | $11346736.18   | 0.01%             | 2031-03-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAN1<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       8153000 | PA      | $4646696.67    | 0.00%             | 2041-09-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |   24484000000 | PA      | $1594154.57    | 0.00%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |       4036000 | PA      | $5106408.45    | 0.00%             | 2031-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      13600000 | PA      | $15287786.67   | 0.01%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       6062000 | PA      | $6332599.28    | 0.00%             | 2029-09-24      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |       4000000 | PA      | $3047595.24    | 0.00%             | 2029-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |      73451000 | PA      | $2655524.65    | 0.00%             | 2041-06-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-37683.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                                                    | HYDRO ONE LTD                  | CUSIP: 448811AC3<br>LEI: 5493007QZDXTP1W2VL44 | Long             | DBT              | CORP              | CA        |       5541000 | PA      | $3892952.02    | 0.00%             | 2027-10-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-411269.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBC4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       1956000 | PA      | $2688510.21    | 0.00%             | 2029-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |      74920000 | PA      | $6973617.90    | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  811318000000 | PA      | $50424009.97   | 0.04%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       4044000 | PA      | $2969068.95    | 0.00%             | 2028-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $1809407.19    | 0.00%             | 2034-06-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6116859.53    | 0.00%             | 2027-02-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: ZS9924839<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       4045000 | PA      | $4532080.05    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: AM9430621<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      22000000 | PA      | $26740938.03   | 0.02%             | 2029-10-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10294150000 | PA      | $71685284.09   | 0.06%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                     | UNILEVER PLC                   | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | DBT              | CORP              | GB        |       2547000 | PA      | $2240028.92    | 0.00%             | 2039-06-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10900000 | PA      | $11905965.21   | 0.01%             | 2028-05-26      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AM7<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |        900000 | PA      | $707689.01     | 0.00%             | 2052-11-14      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                           | EUROFINS SCIEN                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |       8157000 | PA      | $9488571.02    | 0.01%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |       7500000 | PA      | $8830595.80    | 0.01%             | 2028-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     487600000 | PA      | $3260104.24    | 0.00%             | 2030-06-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: EK9143240<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       2700000 | PA      | $3267226.70    | 0.00%             | 2037-06-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2082000 | PA      | $1537743.67    | 0.00%             | 2028-09-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       2451000 | PA      | $2917936.67    | 0.00%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     166992000 | PA      | $43245006.04   | 0.03%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-15854862.55  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3238607.55    | 0.00%             | 2027-06-17      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                                            | IA FINANCIAL COR               | CUSIP: 45075EAE4<br>LEI: 549300ZXLJVHQAIXV215 | Long             | DBT              | CORP              | CA        |       1900000 | PA      | $1456490.72    | 0.00%             | 2033-06-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $171128.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1799539.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852KN0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       1987000 | PA      | $1690861.91    | 0.00%             | 2043-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      15604000 | PA      | $15948637.85   | 0.01%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      11529000 | PA      | $9992375.97    | 0.01%             | 2040-05-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     292600000 | PA      | $2260622.73    | 0.00%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2691277.10    | 0.00%             | 2033-08-25      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      13291000 | PA      | $14636409.43   | 0.01%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       4265000 | PA      | $5841050.26    | 0.00%             | 2036-06-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: EH6315145<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       4439000 | PA      | $6767284.36    | 0.01%             | 2028-11-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     138894945 | PA      | $135474067.70  | 0.11%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       3250000 | PA      | $1630128.23    | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      32032000 | PA      | $35220666.86   | 0.03%             | 2026-12-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: ZQ3760001<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      21800000 | PA      | $23957590.72   | 0.02%             | 2026-11-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      75000000 | PA      | $86119550.85   | 0.07%             | 2029-09-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |       5947000 | PA      | $6464706.84    | 0.01%             | 2030-04-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       3755000 | PA      | $4551536.04    | 0.00%             | 2054-10-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 92157WAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $629144.35     | 0.00%             | 2048-11-23      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Canton of Basel-Landschaft                                                       | CANTON BASLE-LND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       8135000 | PA      | $10545602.51   | 0.01%             | 2034-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    1698020000 | PA      | $82519697.33   | 0.07%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: BH7876692<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |       4800000 | PA      | $5307306.95    | 0.00%             | 2026-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153AB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       2150000 | PA      | $1544826.00    | 0.00%             | 2037-06-01      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |      10400000 | PA      | $12198962.99   | 0.01%             | 2033-05-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HD2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       1995000 | PA      | $1529340.43    | 0.00%             | 2029-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |       8000000 | PA      | $4304356.15    | 0.00%             | 2051-11-23      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAK5<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       1499000 | PA      | $1413248.54    | 0.00%             | 2039-03-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       2700000 | PA      | $2661428.00    | 0.00%             | 2032-06-30      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $2014994.75    | 0.00%             | 2033-08-26      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       7300000 | PA      | $7559340.38    | 0.01%             | 2032-04-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       5600000 | PA      | $6024432.69    | 0.00%             | 2028-09-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      37968000 | PA      | $29651952.77   | 0.02%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     181190000 | PA      | $7998723.24    | 0.01%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      20000000 | PA      | $21563014.24   | 0.02%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |       5800000 | PA      | $5861153.92    | 0.00%             | 2029-07-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5441187.50    | 0.00%             | 2032-05-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     180000000 | PA      | $26908956.60   | 0.02%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAC0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       1946000 | PA      | $1037522.05    | 0.00%             | 2050-12-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       9300000 | PA      | $10413757.20   | 0.01%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      25333811 | PA      | $29718296.12   | 0.02%             | 2030-12-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: N/A<br>LEI: 4YV9Y5M8S0BRK1RP0397       | Long             | DBT              | CORP              | US        |       1184000 | PA      | $1081476.10    | 0.00%             | 2036-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |        993000 | PA      | $700762.51     | 0.00%             | 2043-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      20000000 | PA      | $14317278.40   | 0.01%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      15175000 | PA      | $18321616.05   | 0.01%             | 2045-02-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      17000000 | PA      | $19810169.26   | 0.02%             | 2028-07-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: N/A<br>LEI: YMEGZFW4SBUSS5BQXF88       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5133986.20    | 0.00%             | 2029-11-10      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28046803.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45833VAC3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       6082000 | PA      | $4223535.62    | 0.00%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEM9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11056287.94   | 0.01%             | 2036-09-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: N/A<br>LEI: BSGEFEIOM18Y80CKCV46       | Long             | DBT              | CORP              | CA        |      12800000 | PA      | $14014280.89   | 0.01%             | 2027-01-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |        500000 | PA      | $551827.00     | 0.00%             | 2026-08-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6405213.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     576000000 | PA      | $61671635.57   | 0.05%             | 2028-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      51797000 | PA      | $43342384.28   | 0.03%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     250000000 | PA      | $37205949.31   | 0.03%             | 2027-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       4900000 | PA      | $4491903.42    | 0.00%             | 2034-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                         | HONDA CANADA FIN               | CUSIP: 438121BK0<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |       5500000 | PA      | $4182033.87    | 0.00%             | 2029-06-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $159002.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZBA1<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       1700000 | PA      | $1265576.14    | 0.00%             | 2053-05-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       6600000 | PA      | $7158562.07    | 0.01%             | 2029-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29551260.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    2403000000 | PA      | $74294026.85   | 0.06%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAP3<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       1274000 | PA      | $873354.63     | 0.00%             | 2028-12-18      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4758050000 | PA      | $35386384.57   | 0.03%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                            | PEEL REG ONTARIO               | CUSIP: 705464HE8<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |       6653000 | PA      | $3279105.22    | 0.00%             | 2051-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Affinity Water Finance PLC                                                       | AFFINITY WATER                 | CUSIP: N/A<br>LEI: 213800SN9HLGE6532G57       | Long             | DBT              | CORP              | GB        |       2231000 | PA      | $2604869.62    | 0.00%             | 2036-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                           | CAN TIRE CORP                  | CUSIP: 136681AG8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1541790.66    | 0.00%             | 2030-09-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $1345279.48    | 0.00%             | 2035-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29942274.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       4003000 | PA      | $4213489.58    | 0.00%             | 2028-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| National Gas Transmission PLC                                                    | NATL GAS TRANSM                | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |       6900000 | PA      | $8181860.16    | 0.01%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GAS Networks Ireland                                                             | GAS NETWORKS IE                | CUSIP: N/A<br>LEI: 54930043FTE0M50CGG56       | Long             | DBT              | CORP              | IE        |       1228000 | PA      | $1372948.63    | 0.00%             | 2026-12-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       4947000 | PA      | $4362713.31    | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27650219.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27818433.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $2774869.47    | 0.00%             | 2026-11-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2148669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       3800000 | PA      | $4561238.93    | 0.00%             | 2043-03-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2023500000 | PA      | $14749420.00   | 0.01%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $76140364.39   | 0.06%             | 2029-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      10138000 | PA      | $2442949.51    | 0.00%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       2801000 | PA      | $2954147.18    | 0.00%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     162599000 | PA      | $89255191.93   | 0.07%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $3936398.00    | 0.00%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      29280000 | PA      | $29924908.38   | 0.02%             | 2029-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       7200000 | PA      | $6972261.70    | 0.01%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fukuoka Prefecture                                                               | FUKUOKA PREFECT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     350000000 | PA      | $1489348.65    | 0.00%             | 2049-06-18      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-194497.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NE Property BV                                                                   | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |        393000 | PA      | $448199.30     | 0.00%             | 2027-07-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       9400000 | PA      | $10064875.61   | 0.01%             | 2030-09-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |       7231000 | PA      | $9363367.12    | 0.01%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      14314000 | PA      | $10124672.92   | 0.01%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27266335.54  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $3365905.96    | 0.00%             | 2037-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       1250000 | PA      | $1201583.25    | 0.00%             | 2031-07-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7478050000 | PA      | $51760103.93   | 0.04%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      47936000 | PA      | $36249877.77   | 0.03%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $483960.13     | 0.00%             | 2048-04-30      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                              | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |      20576000 | PA      | $22757595.06   | 0.02%             | 2026-09-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       7000000 | PA      | $7490130.61    | 0.01%             | 2033-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance UK PLC                                                          | SWISS RE FIN UK                | CUSIP: N/A<br>LEI: 549300C654ZPQWG3JF34       | Long             | DBT              | CORP              | GB        |       2900000 | PA      | $3017050.10    | 0.00%             | 2052-06-04      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      75514000 | PA      | $78889896.15   | 0.06%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       2457000 | PA      | $2985825.61    | 0.00%             | 2031-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      10062000 | PA      | $12421773.38   | 0.01%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      11763000 | PA      | $12945131.34   | 0.01%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: BRS3UTCV6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   63792000000 | PA      | $4673747.40    | 0.00%             | 2037-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |       5608000 | PA      | $6044705.08    | 0.00%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       9684000 | PA      | $10294836.60   | 0.01%             | 2028-03-03      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       2200000 | PA      | $2763152.69    | 0.00%             | 2048-09-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5855175.26    | 0.00%             | 2030-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRH Finance DAC                                                                  | CRH FINANCE                    | CUSIP: N/A<br>LEI: 549300C4ROP5J6I59W35       | Long             | DBT              | CORP              | IE        |        733000 | PA      | $794836.12     | 0.00%             | 2028-10-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      54294000 | PA      | $44970106.83   | 0.04%             | 2036-10-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: N/A<br>LEI: ODVCVCQG2BP6VHV36M30       | Long             | DBT              | CORP              | US        |       1656000 | PA      | $1848705.02    | 0.00%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    1600000000 | PA      | $11167100.29   | 0.01%             | 2027-07-13      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7910400000 | PA      | $40438636.45   | 0.03%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      17100000 | PA      | $122384.88     | 0.00%             | 2026-09-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $124755.74     | 0.00%             | 2027-10-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       5866000 | PA      | $6853088.99    | 0.01%             | 2031-02-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29048679.84  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       4900000 | PA      | $5756587.00    | 0.00%             | 2027-03-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       7300000 | PA      | $7725551.95    | 0.01%             | 2028-02-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      11740000 | PA      | $9008165.02    | 0.01%             | 2041-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     245540000 | PA      | $61241476.82   | 0.05%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $10129365.42   | 0.01%             | 2038-07-19      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: LW0799434<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       8500000 | PA      | $9510650.21    | 0.01%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |         78000 | PA      | $82398.79      | 0.00%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Arval Service Lease SA/France                                                    | ARVAL SERVICE LE               | CUSIP: N/A<br>LEI: 969500UCL6ROAHVXQV60       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2866335.25    | 0.00%             | 2026-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |       6900000 | PA      | $7910803.11    | 0.01%             | 2044-05-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5650408.00    | 0.00%             | 2029-09-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |        279000 | PA      | $178485.21     | 0.00%             | 2026-05-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                       | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |       2300000 | PA      | $3314544.31    | 0.00%             | 2033-11-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |       2637000 | PA      | $3155838.74    | 0.00%             | 2032-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFY5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      10107000 | PA      | $7158296.32    | 0.01%             | 2028-03-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      43696000 | PA      | $33332745.26   | 0.03%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                          | SCHLUMBERGER FIN               | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |       4913000 | PA      | $4691118.02    | 0.00%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |        264000 | PA      | $298934.52     | 0.00%             | 2042-01-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |       3244000 | PA      | $3816952.36    | 0.00%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     149991000 | PA      | $165490098.89  | 0.13%             | 2027-04-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                | HANNOVER RUECKV                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |      10100000 | PA      | $10410159.47   | 0.01%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3335100.31    | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       4600000 | PA      | $4289162.88    | 0.00%             | 2033-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                 | ICCREA BANCA SPA               | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $6052744.95    | 0.00%             | 2028-01-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11093350000 | PA      | $64456382.49   | 0.05%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     470000000 | PA      | $3267172.56    | 0.00%             | 2026-05-22      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: 89400PAJ2<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |        787000 | PA      | $582998.14     | 0.00%             | 2028-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $4673816.65    | 0.00%             | 2037-10-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      16167000 | PA      | $19842169.32   | 0.02%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-15991412.17  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |       2457000 | PA      | $2709787.13    | 0.00%             | 2026-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     300000000 | PA      | $2085834.03    | 0.00%             | 2026-05-26      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     300000000 | PA      | $2067819.14    | 0.00%             | 2028-07-13      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2800000000 | PA      | $20549544.27   | 0.02%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8003974.15    | 0.01%             | 2030-11-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3223937.04    | 0.00%             | 2031-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       2457000 | PA      | $2234647.84    | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     170000000 | PA      | $179071138.48  | 0.14%             | 2029-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      11500000 | PA      | $15583786.16   | 0.01%             | 2029-12-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $12120684.83   | 0.01%             | 2032-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5389118.76    | 0.00%             | 2026-08-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    5609330000 | PA      | $15912918.15   | 0.01%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| bcIMC Realty Corp                                                                | BCIMC REALTY                   | CUSIP: 07329VAR1<br>LEI: 254900UNUB2L2QPXR184 | Long             | DBT              | CORP              | CA        |       1074000 | PA      | $777408.89     | 0.00%             | 2027-03-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1609100000 | PA      | $11135002.39   | 0.01%             | 2026-12-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCH5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       2194000 | PA      | $1331173.93    | 0.00%             | 2051-03-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      12680000 | PA      | $12434600.43   | 0.01%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Tritax EuroBox PLC                                                               | TRITAX EUROBOX P               | CUSIP: N/A<br>LEI: 213800HK59N7H979QU33       | Long             | DBT              | CORP              | GB        |       1796000 | PA      | $1985614.09    | 0.00%             | 2026-06-02      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                        | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |       3300000 | PA      | $3483262.68    | 0.00%             | 2029-04-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AJ3<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       2459000 | PA      | $1816582.42    | 0.00%             | 2030-06-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      30700000 | PA      | $33659098.28   | 0.03%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       8200000 | PA      | $8187852.29    | 0.01%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      23779000 | PA      | $20799600.23   | 0.02%             | 2034-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $4841915.10    | 0.00%             | 2060-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      25000000 | PA      | $25456748.33   | 0.02%             | 2030-02-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 53947ZAY3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       1228000 | PA      | $983417.96     | 0.00%             | 2036-01-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                      | RENTOKIL FINANC                | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |       7500000 | PA      | $8665967.41    | 0.01%             | 2027-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                             | VODAFONE INT FIN               | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |       1500000 | PA      | $1654249.55    | 0.00%             | 2043-02-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: ZS6399522<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      10300000 | PA      | $10754874.69   | 0.01%             | 2029-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-60094970.80  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       3217000 | PA      | $3450693.34    | 0.00%             | 2045-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FIN               | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5594056.61    | 0.00%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      15000000 | PA      | $15561432.22   | 0.01%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      16607000 | PA      | $16988982.32   | 0.01%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      68494000 | PA      | $74452665.85   | 0.06%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      10000000 | PA      | $11882106.51   | 0.01%             | 2033-09-13      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      67658000 | PA      | $61078673.02   | 0.05%             | 2047-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |       2044000 | PA      | $1427382.48    | 0.00%             | 2068-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12300000000 | PA      | $85393451.11   | 0.07%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                   | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |       4000000 | PA      | $5662200.34    | 0.00%             | 2050-07-31      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      10390000 | PA      | $7499466.73    | 0.01%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       3500000 | PA      | $4020780.27    | 0.00%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     402800000 | PA      | $12509113.47   | 0.01%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                 | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       1315000 | PA      | $1288830.08    | 0.00%             | 2034-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       5323000 | PA      | $6519314.38    | 0.01%             | 2028-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      93645000 | PA      | $69224345.75   | 0.05%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CT4<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       3734000 | PA      | $4294692.43    | 0.00%             | 2031-02-08      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      15800000 | PA      | $15506398.50   | 0.01%             | 2031-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      79333000 | PA      | $20988118.99   | 0.02%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $668079.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: N/A<br>LEI: 549300C3HATU4Q460S18       | Long             | DBT              | CORP              | US        |       5200000 | PA      | $5997929.60    | 0.00%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      44113000 | PA      | $44094085.06   | 0.03%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDL5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       2029000 | PA      | $2179032.05    | 0.00%             | 2035-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZBF2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       2035000 | PA      | $1782413.48    | 0.00%             | 2035-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                               | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |       7600000 | PA      | $8213344.71    | 0.01%             | 2079-08-05      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Virgin Money UK PLC                                                              | VIRGIN MONEY                   | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |       2728000 | PA      | $3592142.49    | 0.00%             | 2027-09-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6583450000 | PA      | $43961846.11   | 0.03%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2316028.13    | 0.00%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       4906000 | PA      | $5453083.01    | 0.00%             | 2027-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      30700000 | PA      | $23112713.01   | 0.02%             | 2032-06-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | DBT              | CORP              | FI        |       4000000 | PA      | $4570619.07    | 0.00%             | 2028-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       6000000 | PA      | $6887323.06    | 0.01%             | 2034-07-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                                           | DSM BV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |       8500000 | PA      | $8201083.68    | 0.01%             | 2032-06-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |        495000 | PA      | $315325.19     | 0.00%             | 2027-01-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $8942159.36    | 0.01%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       7314000 | PA      | $8035737.25    | 0.01%             | 2026-11-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      97763000 | PA      | $115308949.38  | 0.09%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      51394000 | PA      | $36567431.21   | 0.03%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $16398510.75   | 0.01%             | 2029-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Finance PLC                                                       | WELLCOME TRUST F               | CUSIP: N/A<br>LEI: 549300U3Y9NRYP7NOM09       | Long             | DBT              | CORP              | GB        |       6416000 | PA      | $8166431.72    | 0.01%             | 2036-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | TERASEN GAS INC                | CUSIP: 88078ZAB0<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       4898000 | PA      | $4168560.04    | 0.00%             | 2034-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                          | VIER GAS TRANSPO               | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4002141.99    | 0.00%             | 2029-09-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |       4913000 | PA      | $5397177.03    | 0.00%             | 2026-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Dell Bank International DAC                                                      | DELL BANK INTERN               | CUSIP: N/A<br>LEI: 9P9HXM53DT5S724JQ665       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5879720.73    | 0.00%             | 2027-10-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                  | CUSIP: 87262KAF2<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $533484.69     | 0.00%             | 2031-02-12      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      92800000 | PA      | $13507397.26   | 0.01%             | 2034-04-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      19600000 | PA      | $17403138.00   | 0.01%             | 2035-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $7031721.40    | 0.01%             | 2034-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       4239000 | PA      | $2891197.56    | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6908950000 | PA      | $45800486.82   | 0.04%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       6000000 | PA      | $6449472.71    | 0.01%             | 2027-11-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      10800000 | PA      | $11853549.62   | 0.01%             | 2028-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |       2452000 | PA      | $3234152.83    | 0.00%             | 2048-11-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |        320000 | PA      | $204591.25     | 0.00%             | 2027-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      14600000 | PA      | $16019267.88   | 0.01%             | 2028-01-21      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                              | BRITISH COL FER                | CUSIP: 110574AD2<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |       1550000 | PA      | $1168109.17    | 0.00%             | 2037-03-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     143895000 | PA      | $162296539.64  | 0.13%             | 2042-05-25      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-94912721.13  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3460386.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   45000000000 | PA      | $32592694.34   | 0.03%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WHG Treasury PLC                                                                 | WHG TREASURY                   | CUSIP: N/A<br>LEI: 984500477D9DBB3BD757       | Long             | DBT              | CORP              | GB        |       2906000 | PA      | $3069702.51    | 0.00%             | 2045-10-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       6867000 | PA      | $7782928.28    | 0.01%             | 2174-04-21      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     100000000 | PA      | $114983250.81  | 0.09%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      10100000 | PA      | $11281198.93   | 0.01%             | 2027-01-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       2633000 | PA      | $2719281.83    | 0.00%             | 2030-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      13600000 | PA      | $1606979.69    | 0.00%             | 2034-03-07      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAA9<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       4405000 | PA      | $3210364.38    | 0.00%             | 2027-10-04      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4876000 | PA      | $3457219.00    | 0.00%             | 2047-09-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Basellandschaftliche Kantonalbank                                                | BASELLAND KANTBK               | CUSIP: N/A<br>LEI: 529900TPRILCY8WVKI23       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $2944527.33    | 0.00%             | 2030-05-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6493850000 | PA      | $47273951.76   | 0.04%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |       4500000 | PA      | $4968928.23    | 0.00%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       2327000 | PA      | $1482727.97    | 0.00%             | 2049-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | EMIRATES NBD                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |       1130000 | PA      | $663779.37     | 0.00%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       7215000 | PA      | $4906256.00    | 0.00%             | 2030-06-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Karbon Homes Ltd                                                                 | KARBON HOMES LTD               | CUSIP: N/A<br>LEI: 213800S6NLZ9IH9TGB49       | Long             | DBT              | CORP              | GB        |       2685000 | PA      | $2443766.65    | 0.00%             | 2047-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       3603000 | PA      | $3049823.17    | 0.00%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4815883.02    | 0.00%             | 2032-11-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAD9<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |        500000 | PA      | $353507.36     | 0.00%             | 2044-06-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5888293.01    | 0.00%             | 2030-01-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBR7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       2058000 | PA      | $1407117.87    | 0.00%             | 2044-11-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  170000000000 | PA      | $123717353.50  | 0.10%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |       5852000 | PA      | $5700260.71    | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      29576000 | PA      | $23246941.96   | 0.02%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                           | IMPERIAL BRAN NE               | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |       4947000 | PA      | $4814445.83    | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                           | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |       3100000 | PA      | $3201686.98    | 0.00%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 592179KB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |        750000 | PA      | $528939.49     | 0.00%             | 2029-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |       1000000 | PA      | $882858.84     | 0.00%             | 2034-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAL2<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1437951.40    | 0.00%             | 2027-06-11      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      17500000 | PA      | $18350227.82   | 0.01%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      28900000 | PA      | $31012770.40   | 0.02%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      64390545 | PA      | $68570643.02   | 0.05%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       5000000 | PA      | $5792201.23    | 0.00%             | 2030-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TC Dudgeon Ofto PLC                                                              | TC DUDGEON                     | CUSIP: N/A<br>LEI: 213800XMRT4PFW52JR39       | Long             | DBT              | CORP              | GB        |        401841 | PA      | $457905.74     | 0.00%             | 2038-11-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-36085891.85  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      45000000 | PA      | $8835458.91    | 0.01%             | 2072-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |       9187000 | PA      | $8861915.57    | 0.01%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      18308000 | PA      | $16025287.49   | 0.01%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      39600000 | PA      | $30415517.37   | 0.02%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       9752000 | PA      | $11942428.42   | 0.01%             | 2027-09-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                         | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |      12500000 | PA      | $12729126.10   | 0.01%             | 2032-04-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       7248000 | PA      | $3032975.44    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Digital Stout Holding LLC                                                        | DIGITAL STOUT HO               | CUSIP: N/A<br>LEI: 549300N335X1857YDM81       | Long             | DBT              | CORP              | US        |      10906000 | PA      | $13462091.02   | 0.01%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC Finance BV                                                         | COCA-COLA HBC BV               | CUSIP: N/A<br>LEI: 549300BXVNOCYQ83FU09       | Long             | DBT              | CORP              | NL        |      13000000 | PA      | $13563952.02   | 0.01%             | 2031-05-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       3650000 | PA      | $2883970.22    | 0.00%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |        375000 | PA      | $413427.09     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BW1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       3289000 | PA      | $3453059.33    | 0.00%             | 2037-07-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      70059000 | PA      | $80607529.22   | 0.06%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29547918.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      27300000 | PA      | $13701432.91   | 0.01%             | 2035-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                                              | WSO FINANCE PTY                | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |       1270000 | PA      | $819899.96     | 0.00%             | 2027-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |       1706000 | PA      | $1286970.34    | 0.00%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       6585000 | PA      | $6114955.96    | 0.00%             | 2033-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       8100000 | PA      | $4914951.93    | 0.00%             | 2051-01-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      11167000 | PA      | $12412167.52   | 0.01%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13652500000 | PA      | $61533100.82   | 0.05%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 40427HTM5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       5989000 | PA      | $4300450.41    | 0.00%             | 2026-05-20      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       7948000 | PA      | $8675412.14    | 0.01%             | 2027-04-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    1800000000 | PA      | $11959003.36   | 0.01%             | 2030-11-29      | Fixed         | 0.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20250506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3542662.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                  | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $539194.59     | 0.00%             | 2027-08-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1983669.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      30863000 | PA      | $17062768.27   | 0.01%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |       3352000 | PA      | $3842457.02    | 0.00%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                | INTERCONT                      | CUSIP: AV3549434<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1684978.74    | 0.00%             | 2027-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      16300000 | PA      | $17496100.39   | 0.01%             | 2030-01-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1255381.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      26000000 | PA      | $2493638.20    | 0.00%             | 2029-12-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      17450000 | PA      | $19478824.51   | 0.02%             | 2034-08-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PAC RR                | CUSIP: 13644ZAX5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |        858000 | PA      | $739577.64     | 0.00%             | 2039-11-17      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |       9570000 | PA      | $10598596.47   | 0.01%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      14000000 | PA      | $15534723.57   | 0.01%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Integrated Team Solutions SJHC Partnership                                       | ST JOES HLTHCARE               | CUSIP: 45824RAA7<br>LEI: 549300NFW3LFKA3QPH56 | Long             | DBT              | CORP              | CA        |         21035 | PA      | $16662.31      | 0.00%             | 2042-11-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     126218035 | PA      | $134850467.29  | 0.11%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      32500000 | PA      | $35425890.62   | 0.03%             | 2027-04-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJW4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      38500000 | PA      | $28113738.32   | 0.02%             | 2034-12-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Firmenich Productions Participations SAS                                         | FIRMENICH                      | CUSIP: BJ0851391<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |       4913000 | PA      | $5495109.87    | 0.00%             | 2026-10-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AQ3<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |       1256000 | PA      | $1401815.43    | 0.00%             | 2026-07-07      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      31506000 | PA      | $33369133.03   | 0.03%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      39783000 | PA      | $44336455.76   | 0.03%             | 2026-05-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       9794000 | PA      | $6155609.28    | 0.00%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20250507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4002227.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Infrastructure & Lands Corp                                              | ONTARIO INFRA PR               | CUSIP: 683086AA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |        878000 | PA      | $660297.27     | 0.00%             | 2037-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                                                   | INTERMEDIATE CAP               | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | DBT              | CORP              | GB        |       3600000 | PA      | $3978339.54    | 0.00%             | 2027-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       2975000 | PA      | $2783830.77    | 0.00%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2279464.31    | 0.00%             | 2038-09-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       2500000 | PA      | $2649035.55    | 0.00%             | 2028-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      10000000 | PA      | $5455809.73    | 0.00%             | 2031-02-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                  | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | NUSS              | GB        |       3657000 | PA      | $4952420.05    | 0.00%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |       4000000 | PA      | $4300096.63    | 0.00%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lonza Finance International NV                                                   | LONZA FINANCE IN               | CUSIP: N/A<br>LEI: 549300AS6XQBD4ETT379       | Long             | DBT              | CORP              | BE        |       7000000 | PA      | $8048939.37    | 0.01%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       6000000 | PA      | $6830567.25    | 0.01%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                  | UPM-KYMMENE OYJ                | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | DBT              | CORP              | FI        |       9000000 | PA      | $8808575.57    | 0.01%             | 2031-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $6902927.06    | 0.01%             | 2173-07-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Paradigm Homes Charitable Housing Association Ltd                                | PARADIGM HOMES                 | CUSIP: N/A<br>LEI: 213800I54XR2I9HM3X58       | Long             | DBT              | CORP              | GB        |       2923000 | PA      | $1992525.40    | 0.00%             | 2051-05-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KN7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      13455000 | PA      | $7278676.77    | 0.01%             | 2052-12-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DY5<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |        500000 | PA      | $294480.63     | 0.00%             | 2041-11-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      22419000 | PA      | $11988315.50   | 0.01%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       7000000 | PA      | $8021816.55    | 0.01%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $107174.31     | 0.00%             | 2031-01-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BMW Canada Inc                                                                   | BMW CANADA INC                 | CUSIP: 05590HBC0<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $886740.46     | 0.00%             | 2027-02-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1475931.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KU1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       8700000 | PA      | $6490240.39    | 0.01%             | 2033-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       4400000 | PA      | $4859281.70    | 0.00%             | 2031-05-05      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       9400000 | PA      | $9690337.26    | 0.01%             | 2030-01-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       7700000 | PA      | $5403496.50    | 0.00%             | 2028-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      21835000 | PA      | $20811601.17   | 0.02%             | 2034-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      12552000 | PA      | $13534012.78   | 0.01%             | 2173-09-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAX4<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       2200000 | PA      | $1685721.51    | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       2786000 | PA      | $2335620.51    | 0.00%             | 2036-06-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |       9000000 | PA      | $5942483.08    | 0.00%             | 2034-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20250508           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9165816.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** VANGUARD CHARLOTTE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer