# EDGAR Filing Document

**Accession Number:** 0001816125
**File Stem:** 0001752724-25-160242
**Filing Date:** 2025-6
**Character Count:** 251769
**Document Hash:** 4b7194d4c6857dde7c4a3f87f14609fd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160242.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160242

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23580
- **FILM NUMBER:** 251080210

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Austin

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

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

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

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

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

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

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

**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:** $840631402.15

**Total Liabilities:** $27929576.39

**Net Assets:** $812701825.76

**Cash Not Reported:** $29165957.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1096.86024861 | **1-Year:** -15140.85122890 | **5-Year:** -93812.31749215 | **10-Year:** -269276.15644292 | **30-Year:** -26273.99864021

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244777 | 0.63%                | -1.28%               | 1.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $384429.73               | $7844816.41                                |
| Month 2  | $-1207613.86             | $4416983.80                                |
| Month 3  | $5952638.14              | $40267754.74                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                      | Title                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $133507.15    | 0.02%             | 2025-09-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    1579000 | PA      | $1564236.49   | 0.19%             | 2036-03-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                      | MANITOBA PROVINCE OF                            | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              |  | CA        |    3352000 | PA      | $2142627.35   | 0.26%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $241620.10    | 0.03%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                         | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |    1499000 | PA      | $2060281.57   | 0.25%             | 2038-08-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $407051.44    | 0.05%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                           | ONTARIO TEACHERS FINANCE TRUST                  | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     300000 | PA      | $319470.50    | 0.04%             | 2032-05-03      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                        | DEUTSCHE BOERSE AG                              | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |    4300000 | PA      | $5131698.31   | 0.63%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corporation                   | NORTHERN TERRITORY TREASURY CORP                | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              |  | AU        |    3100000 | PA      | $2034665.71   | 0.25%             | 2037-04-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |     394000 | PA      | $224170.11    | 0.03%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                      | FRENCH REPUBLIC GOVERNMENT BOND OAT             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     486000 | PA      | $554239.99    | 0.07%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                | TORONTO DOMINION BANK THE                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    4475000 | PA      | $4971080.48   | 0.61%             | 2032-08-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    1400000 | PA      | $905050.32    | 0.11%             | 2028-01-13      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | ORANGE SA                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      50000 | PA      | $74529.70     | 0.01%             | 2028-11-20      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance B.V.                  | MERCEDES BENZ INTERNATIONAL FINANCE BV          | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      69000 | PA      | $81040.53     | 0.01%             | 2031-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     216000 | PA      | $229019.42    | 0.03%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | WELLS FARGO CO                                  | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |    2197000 | PA      | $2495469.33   | 0.31%             | 2025-06-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                         | TELUS CORP                                      | CUSIP: 87971MAU7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $250837.98    | 0.03%             | 2043-11-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CTP N.V.                                                  | CTP NV                                          | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |    1008000 | PA      | $995808.21    | 0.12%             | 2031-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | WELLS FARGO CO                                  | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     865000 | PA      | $1145418.19   | 0.14%             | 2025-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                              | HYDRO QUEBEC                                    | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              |  | CA        |    1600000 | PA      | $1387099.11   | 0.17%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                     | HONEYWELL INTERNATIONAL INC                     | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1708036.38   | 0.21%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   17845769 | OU      | $-1036095.98  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | REALTY INCOME CORP                              | CUSIP: 756109BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $426537.59    | 0.05%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      31000 | PA      | $42971.94     | 0.01%             | 2028-12-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1203000 | PA      | $1356352.76   | 0.17%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Digital Dutch Finco B.V.                                  | DIGITAL DUTCH FINCO BV                          | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    1806000 | PA      | $2035859.02   | 0.25%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Valtioneuvosto                                            | FINLAND GOVERNMENT BOND                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     435000 | PA      | $436316.32    | 0.05%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | VEOLIA ENVIRONNEMENT SA                         | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      40000 | PA      | $55010.12     | 0.01%             | 2033-11-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                              | FISERV INC                                      | CUSIP: 337738AZ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2831150.01   | 0.35%             | 2025-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4599070 | OU      | $-378613.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW International Investment B.V.                         | BMW INTERNATIONAL INVESTMENT BV                 | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |    2488000 | PA      | $2779291.43   | 0.34%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                 | VISA INC                                        | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     143000 | PA      | $158711.89    | 0.02%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    1028000 | PA      | $1194582.28   | 0.15%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     793000 | PA      | $675648.75    | 0.08%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3489339 | OU      | $6833.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                             | GOLDMAN SACHS GROUP INC THE                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     254000 | PA      | $272077.11    | 0.03%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NATWEST MARKETS PLC                             | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     217000 | PA      | $241628.03    | 0.03%             | 2027-03-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $231759.92    | 0.03%             | 2034-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   37078825 | OU      | $-1057959.99  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $318274.87    | 0.04%             | 2030-09-04      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Canada                                                    | CANADIAN GOVERNMENT BOND                        | CUSIP: 135087Q31<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2337000 | PA      | $1692121.32   | 0.21%             | 2025-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     613752 | OU      | $-32717.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | WELLS FARGO CO                                  | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     767000 | PA      | $759522.60    | 0.09%             | 2030-08-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                         | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |     800000 | PA      | $974018.42    | 0.12%             | 2035-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                             | ALIMENTATION COUCHE TARD INC                    | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $118833.56    | 0.01%             | 2030-09-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   56203041 | OU      | $-5353238.82  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                | NETHERLANDS GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     242000 | PA      | $246043.88    | 0.03%             | 2030-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TRATON Finance Luxembourg S.A.                            | TRATON FINANCE LUXEMBOURG SA                    | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $804307.91    | 0.10%             | 2029-01-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corporation                   | WESTERN AUSTRALIAN TREASURY CORP                | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              |  | AU        |    1000000 | PA      | $509178.63    | 0.06%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Magna International Inc.                                  | MAGNA INTERNATIONAL INC                         | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |     725000 | PA      | $858204.07    | 0.11%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   28136071 | OU      | $-109468.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | EXXON MOBIL CORP                                | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |    6992000 | PA      | $5745686.53   | 0.71%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      24740 | OU      | $-362.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     658000 | PA      | $879814.74    | 0.11%             | 2025-06-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                               | GLAXOSMITHKLINE CAPITAL PLC                     | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |     950000 | PA      | $1362093.45   | 0.17%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3266027 | OU      | $-282757.94   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                           | CANADIAN DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -1628836 | OU      | $3435.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    2600000 | PA      | $1992567.87   | 0.25%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                      | KONINKLIJKE KPN NV                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      50000 | PA      | $69235.64     | 0.01%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                             | BECTON DICKINSON AND CO                         | CUSIP: 075887CG2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     119000 | PA      | $158717.27    | 0.02%             | 2025-05-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    3100000 | PA      | $2257324.26   | 0.28%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |     600000 | PA      | $503629.91    | 0.06%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -1208427 | OU      | $72480.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $129786.42    | 0.02%             | 2036-01-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                     | BOOKING HOLDINGS INC                            | CUSIP: 09857LBC1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    2491000 | PA      | $2803840.38   | 0.35%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                         | TELUS CORP                                      | CUSIP: 87971MCB7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $118978.82    | 0.01%             | 2030-09-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $126403.89    | 0.02%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1275950000 | PA      | $9172992.76   | 1.13%             | 2032-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    8000000 | PA      | $6671859.84   | 0.82%             | 2037-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     378000 | PA      | $451305.45    | 0.06%             | 2033-01-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | SUMITOMO MITSUI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $121382.29    | 0.01%             | 2030-06-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                       | TIKEHAU CAPITAL SCA                             | CUSIP: N/A<br>LEI: 969500BY8TEU16U3SJ94       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $760249.86    | 0.09%             | 2030-03-14      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |   10800000 | PA      | $8147889.67   | 1.00%             | 2034-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1513512 | OU      | $-75109.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | BOUYGUES SA                                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $774345.80    | 0.10%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vlaamse Gemeenschap                                       | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |    2700000 | PA      | $2428999.43   | 0.30%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     789278 | OU      | $-16895.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    3600000 | PA      | $2259527.66   | 0.28%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   42389523 | OU      | $-2365316.06  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     210000 | PA      | $245215.64    | 0.03%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENEL - SPA                                                | ENEL SPA                                        | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     400000 | PA      | $528931.57    | 0.07%             | 2037-06-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC                          | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     550000 | PA      | $635480.79    | 0.08%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                    | MACQUARIE BANK LTD                              | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1137149.03   | 0.14%             | 2026-12-18      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services B.V.                  | JT INTERNATIONAL FINANCIAL SERVICES BV          | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |     800000 | PA      | $898251.68    | 0.11%             | 2034-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |     570000 | PA      | $297806.92    | 0.04%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Reino de Espana                                           | SPAIN GOVERNMENT BOND                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      64000 | PA      | $79045.86     | 0.01%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                  | U S TREASURY NOTE                               | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1801619.30   | 0.22%             | 2026-10-31      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | EUROPEAN INVESTMENT BANK                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |     200000 | PA      | $245930.52    | 0.03%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                        | FAIRFAX FINANCIAL HOLDINGS LTD                  | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     884000 | PA      | $637551.32    | 0.08%             | 2031-03-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BNG BANK N.V.                                             | BNG BANK NV                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |     386000 | PA      | $254509.51    | 0.03%             | 2034-03-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.              | FIDELITY NATIONAL INFORMATION SERVICES INC      | CUSIP: 31620MBF2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1197653.75   | 0.15%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    2623000 | PA      | $3155590.95   | 0.39%             | 2033-05-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TESCO CORPORATE TREASURY SERVICES PLC                     | TESCO CORPORATE TREASURY SERVICES PLC           | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $129350.45    | 0.02%             | 2035-02-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                          | AIR PRODUCTS AND CHEMICALS INC                  | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     720000 | PA      | $846714.11    | 0.10%             | 2035-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK N.V.                                             | BNG BANK NV                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |     400000 | PA      | $469470.50    | 0.06%             | 2038-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                   | HEIDELBERG MATERIALS AG                         | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |    1174000 | PA      | $1357233.15   | 0.17%             | 2034-07-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $233968.85    | 0.03%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    3000000 | PA      | $2322290.60   | 0.29%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -1234886 | OU      | $46406.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | FRESENIUS SE CO KGAA                            | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     898000 | PA      | $1112425.70   | 0.14%             | 2030-10-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     215000 | PA      | $254833.53    | 0.03%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $237320.45    | 0.03%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                       | BMW US CAPITAL LLC                              | CUSIP: N/A<br>LEI: KK5MZM9DIXLXZL9DZL15       | Long             | DBT              | CORP              | US        |    3256000 | PA      | $3632418.32   | 0.45%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    4808000 | PA      | $3049380.79   | 0.38%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U S TREASURY NOTE                               | CUSIP: 91282CHS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $200003.56    | 0.02%             | 2025-07-31      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              |  | CA        |     480000 | PA      | $317265.54    | 0.04%             | 2034-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     321954 | OU      | $-3017.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     181000 | PA      | $164978.71    | 0.02%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $322303.06    | 0.04%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 3276250000 | PA      | $20913885.83  | 2.57%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     557000 | PA      | $564541.06    | 0.07%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     100000 | PA      | $118524.50    | 0.01%             | 2028-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                    | MACQUARIE BANK LTD                              | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |     250000 | PA      | $287951.57    | 0.04%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                         | INTERNATIONAL FINANCE CORP                      | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              |  | US        |     600000 | PA      | $284476.64    | 0.04%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OPTUS FINANCE PTY LTD                                     | OPTUS FINANCE PTY LTD                           | CUSIP: BK1405319<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     600000 | PA      | $339621.34    | 0.04%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services B.V.                  | JT INTERNATIONAL FINANCIAL SERVICES BV          | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $110276.36    | 0.01%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    5400000 | PA      | $3952050.97   | 0.49%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                        | FAIRFAX FINANCIAL HOLDINGS LTD                  | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $111948.28    | 0.01%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                             | UNICREDIT SPA                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    2889000 | PA      | $3377400.93   | 0.42%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     163000 | PA      | $152474.76    | 0.02%             | 2034-02-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   14407977 | OU      | $-618271.66   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC.                                                | APPLE INC                                       | CUSIP: 037833CV0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     401000 | PA      | $455430.61    | 0.06%             | 2025-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     169698 | OU      | $686.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2429476 | OU      | $-234487.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | AKER BP ASA                                     | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |    1125000 | PA      | $1284252.02   | 0.16%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    2500000 | PA      | $1842105.26   | 0.23%             | 2033-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E ON SE                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     233000 | PA      | $277958.91    | 0.03%             | 2033-08-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                     | BANCO BILBAO VIZCAYA ARGENTARIA SA              | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1173988.47   | 0.14%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                        | TIMKEN CO THE                                   | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    2034000 | PA      | $2254056.75   | 0.28%             | 2034-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance S.A.                   | CK HUTCHISON GROUP TELECOM FINANCE SA           | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $745687.15    | 0.09%             | 2027-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     705873 | OU      | $3465.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                    | CASTELLUM HELSINKI FINANCE HOLDING ABP          | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |     150000 | PA      | $152379.16    | 0.02%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     900000 | PA      | $1059599.86   | 0.13%             | 2035-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                           | ONTARIO TEACHERS FINANCE TRUST                  | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     722000 | PA      | $768859.01    | 0.09%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94179.38     | 0.01%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    3900000 | PA      | $4345292.22   | 0.53%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E ON SE                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     184000 | PA      | $208120.59    | 0.03%             | 2038-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1669367.51   | 0.21%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | SUMITOMO MITSUI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     194000 | PA      | $198562.98    | 0.02%             | 2029-10-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                   | ILE DE FRANCE MOBILITES                         | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |     200000 | PA      | $214527.68    | 0.03%             | 2043-05-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance Designated Activity Company               | CRH SMW FINANCE DAC                             | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |    1100000 | PA      | $1304321.86   | 0.16%             | 2035-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTH      | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    1920000 | PA      | $1172611.93   | 0.14%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   26545874 | OU      | $-62854.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $2982164.37   | 0.37%             | 2033-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                    | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC          | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              |  | FR        |     200000 | PA      | $265946.28    | 0.03%             | 2025-06-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | APPLE INC                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     800000 | PA      | $1024942.90   | 0.13%             | 2029-07-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                     | VOLKSWAGEN INTERNATIONAL FINANCE NV             | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $664028.42    | 0.08%             | 2032-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3040139692 | OU      | $-563341.65   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     350000 | PA      | $309491.19    | 0.04%             | 2035-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DEXIA SA                                                  | DEXIA SA                                        | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |    3000000 | PA      | $4030066.65   | 0.50%             | 2026-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   18249292 | OU      | $-767834.09   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |     491000 | PA      | $336121.54    | 0.04%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  113976896 | OU      | $1993.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORPORATION                                | NESTLE CAPITAL CORP                             | CUSIP: N/A<br>LEI: 549300VIRTXBZ81J0S95       | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1797993.52   | 0.22%             | 2036-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    9110000 | PA      | $3956272.24   | 0.49%             | 2040-04-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS GROUP AG                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    1203000 | PA      | $1102805.34   | 0.14%             | 2033-02-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    1374000 | PA      | $1531325.11   | 0.19%             | 2037-01-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $474252.59    | 0.06%             | 2032-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $465167.67    | 0.06%             | 2036-02-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                            | CONTINENTAL AG                                  | CUSIP: ZN5945862<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      60000 | PA      | $69801.20     | 0.01%             | 2027-11-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    7200000 | PA      | $5418009.12   | 0.67%             | 2032-06-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -3785649 | OU      | $169148.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 2982627799 | OU      | $-309830.79   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116452.88    | 0.01%             | 2033-01-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     587000 | PA      | $616496.23    | 0.08%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION               | INTERNATIONAL BUSINESS MACHINES CORP            | CUSIP: 459200LE9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1946000 | PA      | $2397110.08   | 0.29%             | 2038-02-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                   | DUKE ENERGY CORP                                | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1427995.68   | 0.18%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    3000000 | PA      | $2155469.49   | 0.27%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      89719 | OU      | $-1984.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                           | INTER AMERICAN DEVELOPMENT BANK                 | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              |  | US        |     175000 | PA      | $243651.74    | 0.03%             | 2030-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | HALEON UK CAPITAL PLC                           | CUSIP: N/A<br>LEI: 5493004B26DRJNN0OV17       | Long             | DBT              | CORP              | GB        |     150000 | PA      | $160334.53    | 0.02%             | 2038-03-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | FRESENIUS SE CO KGAA                            | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $244826.65    | 0.03%             | 2029-11-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung | VOLKSWAGEN LEASING GMBH                         | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     638000 | PA      | $763540.30    | 0.09%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -2237101 | OU      | $97710.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                  | BAYER AG                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      50000 | PA      | $59690.80     | 0.01%             | 2033-05-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                           | NATIONAL GRID NORTH AMERICA INC                 | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     350000 | PA      | $398645.11    | 0.05%             | 2036-09-03      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   16981006 | OU      | $-683316.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| E.ON International Finance B.V.                           | E ON INTERNATIONAL FINANCE BV                   | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     730000 | PA      | $1044974.42   | 0.13%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                | ENI SPA                                         | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    2156000 | PA      | $2563573.95   | 0.32%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                       | COMCAST CORP                                    | CUSIP: 20030NEM9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $111320.56    | 0.01%             | 2036-09-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO BANK NV                                | CUSIP: ZN3731462<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     200000 | PA      | $238200.75    | 0.03%             | 2030-02-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     296000 | PA      | $288164.76    | 0.04%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | CHUBB INA HOLDINGS INC                          | CUSIP: 171239AB2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1087360.90   | 0.13%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    2930000 | PA      | $1415328.34   | 0.17%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                           | STELLANTIS NV                                   | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     376000 | PA      | $433436.49    | 0.05%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                             | NATIONAL GAS TRANSMISSION PLC                   | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |     570000 | PA      | $759833.06    | 0.09%             | 2035-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                   | CANADIAN IMPERIAL BANK OF COMMERCE              | CUSIP: 13596Z3Y9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $1810414.10   | 0.22%             | 2025-05-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     266000 | PA      | $270717.06    | 0.03%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $86036.15     | 0.01%             | 2039-05-31      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                              | UNIBAIL RODAMCO WESTFIELD SE                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $209341.82    | 0.03%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $96386.95     | 0.01%             | 2032-07-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA        | CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $890789.13    | 0.11%             | 2036-05-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     500000 | PA      | $534752.19    | 0.07%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | GENERAL ELECTRIC CO                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1248518.70   | 0.15%             | 2037-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                    | MCDONALD S CORP                                 | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1205230.19   | 0.15%             | 2033-10-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4915790 | OU      | $-428575.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES SAS                              | ACTION LOGEMENT SERVICES                        | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | CORP              | FR        |    2600000 | PA      | $3070039.33   | 0.38%             | 2038-10-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA AUSTRALIA              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    3100000 | PA      | $1978492.13   | 0.24%             | 2028-05-26      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | NESTLE HOLDINGS INC                             | CUSIP: AO3138408<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     612000 | PA      | $693383.96    | 0.09%             | 2025-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE CORPORATION                      | TASMANIAN PUBLIC FINANCE CORP                   | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              |  | AU        |    3675000 | PA      | $2213295.89   | 0.27%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                           | CAIXABANK SA                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $361391.38    | 0.04%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $3186277.14   | 0.39%             | 2025-12-18      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets B.V.                                   | BP CAPITAL MARKETS BV                           | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |    1123000 | PA      | $1338362.73   | 0.16%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                       | INVESTOR AB                                     | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |     305000 | PA      | $335907.39    | 0.04%             | 2032-06-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -2430388 | OU      | $99111.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                     | VODAFONE GROUP PLC                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |     900000 | PA      | $932954.30    | 0.11%             | 2037-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KommuneKredit                                             | KOMMUNEKREDIT                                   | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              |  | DK        |    1000000 | PA      | $1137324.09   | 0.14%             | 2038-11-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                             | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | AU        |    1881000 | PA      | $1132364.72   | 0.14%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     200000 | PA      | $171575.43    | 0.02%             | 2038-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     757000 | PA      | $541054.06    | 0.07%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   11470971 | OU      | $-295159.99   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                             | NATIONAL GAS TRANSMISSION PLC                   | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $132764.24    | 0.02%             | 2034-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | ELECTRICITE DE FRANCE SA                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113923.61    | 0.01%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURES DE TRANSPORT SAS                | HOLDING D INFRASTRUCTURES DE TRANSPOR           | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |    1900000 | PA      | $2030002.16   | 0.25%             | 2029-09-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                       | COMCAST CORP                                    | CUSIP: 20030NEN7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     426000 | PA      | $534538.47    | 0.07%             | 2040-09-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION               | INTERNATIONAL BUSINESS MACHINES CORP            | CUSIP: 459200LD1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     343000 | PA      | $381004.10    | 0.05%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2982395 | OU      | $3542.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $307788.37    | 0.04%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                              | TELEFONICA EMISIONES SA                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1413267.70   | 0.17%             | 2033-11-21      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      76000 | PA      | $70892.44     | 0.01%             | 2034-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance S.A.                   | CK HUTCHISON GROUP TELECOM FINANCE SA           | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |    3693000 | PA      | $3583867.90   | 0.44%             | 2034-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709GL0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |     700000 | PA      | $501990.15    | 0.06%             | 2032-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                 | AUSTRALIA GOVERNMENT BOND                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    2070000 | PA      | $1225600.21   | 0.15%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3852767 | OU      | $-233272.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     662059 | OU      | $907.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    6815000 | PA      | $7232948.45   | 0.89%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     150000 | PA      | $174739.00    | 0.02%             | 2034-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                               | SWEDBANK AB                                     | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     200000 | PA      | $227350.23    | 0.03%             | 2025-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                          | VOLKSWAGEN FINANCIAL SERVICES OVERSEAS AG       | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |    1174000 | PA      | $1355985.35   | 0.17%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                 | COLGATE PALMOLIVE CO                            | CUSIP: 194162AH6<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     395000 | PA      | $397435.47    | 0.05%             | 2034-03-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                         | KUNTARAHOITUS OYJ                               | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              |  | FI        |    4300000 | PA      | $5718017.28   | 0.70%             | 2025-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ville de Montreal                                         | CITY OF MONTREAL CANADA                         | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |     800000 | PA      | $605140.09    | 0.07%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fortis Inc.                                               | FORTIS INC CANADA                               | CUSIP: 349553AQ0<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $223975.96    | 0.03%             | 2029-05-31      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                        | ALTRIA GROUP INC                                | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2676000 | PA      | $2963482.16   | 0.36%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                             | NEW SOUTH WALES TREASURY CORP                   | CUSIP: BJ1619839<br>LEI: N/A                  | Long             | DBT              |  | AU        |   11000000 | PA      | $4731238.04   | 0.58%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                           | CANADIAN DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -3774229 | OU      | $92881.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                 | ROGERS COMMUNICATIONS INC                       | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2650000 | PA      | $2079404.91   | 0.26%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | NYKREDIT REALKREDIT AS                          | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     441000 | PA      | $515428.09    | 0.06%             | 2029-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                 | WENDEL SE                                       | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $476285.10    | 0.06%             | 2030-06-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ville de Montreal                                         | CITY OF MONTREAL CANADA                         | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |     800000 | PA      | $601809.89    | 0.07%             | 2033-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance S.A.                   | CK HUTCHISON GROUP TELECOM FINANCE SA           | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |    1120000 | PA      | $1121555.80   | 0.14%             | 2031-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank Gesellschaft mit beschraenkter Haftung    | VOLKSWAGEN BANK GMBH                            | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     900000 | PA      | $1064849.27   | 0.13%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | BOUYGUES SA                                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $767604.87    | 0.09%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | EUROPEAN INVESTMENT BANK                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |    2000000 | PA      | $2707361.05   | 0.33%             | 2027-01-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS, INC.                                       | GENERAL MILLS INC                               | CUSIP: 370334CZ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1949161.99   | 0.24%             | 2034-04-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                           | NATIONAL GRID NORTH AMERICA INC                 | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     171000 | PA      | $193638.79    | 0.02%             | 2034-11-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                     | BOOKING HOLDINGS INC                            | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     200000 | PA      | $245636.47    | 0.03%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TEN YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1331200000 | PA      | $9187557.15   | 1.13%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                          | VOLKSWAGEN FINANCIAL SERVICES AG                | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $340409.80    | 0.04%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     189646 | OU      | $-5394.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                             | TRANSCANADA PIPELINES LTD                       | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     228000 | PA      | $175497.11    | 0.02%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                   | ANHEUSER BUSCH INBEV SA NV                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    1650000 | PA      | $1884640.62   | 0.23%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     507000 | PA      | $479837.43    | 0.06%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED           | AUSTRALIA NEW ZEALAND BANKING GROUP LTD         | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    1700000 | PA      | $1100153.56   | 0.14%             | 2027-11-04      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                           | SPAIN GOVERNMENT BOND                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    4536000 | PA      | $5364617.94   | 0.66%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | DEUTSCHE TELEKOM AG                             | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      22000 | PA      | $25625.16     | 0.00%             | 2034-02-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                       | BAT INTERNATIONAL FINANCE PLC                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     361000 | PA      | $394190.50    | 0.05%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED           | AUSTRALIA NEW ZEALAND BANKING GROUP LTD         | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    6500000 | PA      | $7387020.58   | 0.91%             | 2027-05-21      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68323ACX0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    3900000 | PA      | $2823088.39   | 0.35%             | 2025-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                | ENI SPA                                         | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    2348000 | PA      | $2699439.31   | 0.33%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                   | ILE DE FRANCE MOBILITES                         | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |     200000 | PA      | $187468.46    | 0.02%             | 2034-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | NYKREDIT REALKREDIT AS                          | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $115001.71    | 0.01%             | 2030-07-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED           | AUSTRALIA NEW ZEALAND BANKING GROUP LTD         | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    5600000 | PA      | $3596803.32   | 0.44%             | 2029-02-05      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT FIVE YEAR BOND                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1380950000 | PA      | $9549795.92   | 1.18%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                | AMERICAN TOWER CORP                             | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |     527000 | PA      | $639509.14    | 0.08%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                              | FISERV INC                                      | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | DBT              | CORP              | US        |     700000 | PA      | $839116.74    | 0.10%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $94273.85     | 0.01%             | 2040-03-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     473000 | PA      | $491036.05    | 0.06%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                      | KONINKLIJKE KPN NV                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1603404.30   | 0.20%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | PROLOGIS EURO FINANCE LLC                       | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    3021000 | PA      | $3501798.15   | 0.43%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     857000 | PA      | $1144696.60   | 0.14%             | 2025-05-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $340305.10    | 0.04%             | 2040-05-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                              | JAPANESE YEN                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        | -285107362 | OU      | $67477.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON International Finance B.V.                           | E ON INTERNATIONAL FINANCE BV                   | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     250000 | PA      | $358011.54    | 0.04%             | 2039-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    4900000 | PA      | $5584351.26   | 0.69%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THOMSON REUTERS CORPORATION                               | THOMSON REUTERS CORP                            | CUSIP: 884903BW4<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |      95000 | PA      | $68762.04     | 0.01%             | 2025-05-14      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -1195699 | OU      | $-9049.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -990639 | OU      | $57126.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                 | BP CAPITAL MARKETS PLC                          | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     857000 | PA      | $1143744.21   | 0.14%             | 2038-05-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |      60000 | PA      | $80852.18     | 0.01%             | 2029-03-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA NEW ZEALAND BANKING GROUP LTD                   | AUSTRALIA NEW ZEALAND BANKING GROUP LTD         | CUSIP: ZL8896827<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     228000 | PA      | $147589.40    | 0.02%             | 2028-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enexis Holding N.V.                                       | ENEXIS HOLDING NV                               | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    2903000 | PA      | $3337364.31   | 0.41%             | 2036-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL UK FUNDING UNLIMITED COMPANY                   | GE CAPITAL UK FUNDING UNLIMITED CO              | CUSIP: N/A<br>LEI: BR7Z6BPTFF652NNO9651       | Long             | DBT              | CORP              | IE        |     146000 | PA      | $201852.75    | 0.02%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                | AMERICAN TOWER CORP                             | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1345131.35   | 0.17%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109CS1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     575000 | PA      | $687718.95    | 0.08%             | 2041-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   26295306 | OU      | $-78442.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                               | IMPERIAL BRANDS FINANCE PLC                     | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |    3125000 | PA      | $3468579.49   | 0.43%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERLIN Properties SOCIMI, S.A.                            | MERLIN PROPERTIES SOCIMI SA                     | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |    1600000 | PA      | $1537338.64   | 0.19%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U S TREASURY NOTE                               | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     392000 | PA      | $392071.17    | 0.05%             | 2026-04-30      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $564288.96    | 0.07%             | 2044-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   22691110 | OU      | $-261373.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     800000 | PA      | $930589.97    | 0.11%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1666415.37   | 0.21%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |     451000 | PA      | $243459.26    | 0.03%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     772000 | PA      | $844736.67    | 0.10%             | 2034-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE CANADA INC.                         | DAIMLER TRUCK FINANCE CANADA INC                | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |     243000 | PA      | $173444.26    | 0.02%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $231323.86    | 0.03%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                             | PEPSICO INC                                     | CUSIP: 713448FK9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     300000 | PA      | $361541.13    | 0.04%             | 2034-07-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                    | GENERAL MOTORS FINANCIAL CO INC                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     100000 | PA      | $114996.02    | 0.01%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                   | NOVO NORDISK FINANCE NETHERLANDS BV             | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    1686000 | PA      | $1936810.95   | 0.24%             | 2034-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | FRESENIUS SE CO KGAA                            | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     491000 | PA      | $557893.66    | 0.07%             | 2025-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                               | NATIONWIDE BUILDING SOCIETY                     | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $785754.41    | 0.10%             | 2028-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                 | LIBERTY MUTUAL GROUP INC                        | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |     200000 | PA      | $242332.39    | 0.03%             | 2030-12-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                          | VOLKSWAGEN FINANCIAL SERVICES AG                | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     356000 | PA      | $350565.51    | 0.04%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | IRELAND GOVERNMENT BOND                         | CUSIP: BJ9474542<br>LEI: N/A                  | Long             | DBT              | NUSS              | IE        |     254000 | PA      | $257765.10    | 0.03%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | SANOFI                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $320181.20    | 0.04%             | 2029-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                | MIZUHO FINANCIAL GROUP INC                      | CUSIP: BY7414224<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |     840000 | PA      | $985597.77    | 0.12%             | 2032-09-05      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                           | STELLANTIS NV                                   | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     503000 | PA      | $549462.17    | 0.07%             | 2034-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                  | GENERAL ELECTRIC CO                             | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |      92000 | PA      | $108682.15    | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES, INC.                                      | PPG INDUSTRIES INC                              | CUSIP: 693506BV8<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     150000 | PA      | $170426.05    | 0.02%             | 2025-06-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -2707612 | OU      | $26684.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Company                                | EAST JAPAN RAILWAY CO                           | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |     501000 | PA      | $402742.04    | 0.05%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    2060000 | PA      | $2693295.84   | 0.33%             | 2038-12-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     606000 | PA      | $570695.35    | 0.07%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                             | GOLDMAN SACHS GROUP INC THE                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     435000 | PA      | $455999.86    | 0.06%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                           | NATIONAL GRID NORTH AMERICA INC                 | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |    1243000 | PA      | $1518838.05   | 0.19%             | 2033-09-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED           | AUSTRALIA NEW ZEALAND BANKING GROUP LTD         | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     605000 | PA      | $396909.92    | 0.05%             | 2028-09-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING (ASIA) PLC                             | PRUDENTIAL PLC                                  | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |      75000 | PA      | $104309.58    | 0.01%             | 2029-05-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KfW                                                       | KREDITANSTALT FUER WIEDERAUFBAU                 | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              |  | DE        |     123000 | PA      | $179078.39    | 0.02%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NATWEST MARKETS PLC                             | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $114319.65    | 0.01%             | 2030-01-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                    | TELEFONICA EUROPE BV                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      31000 | PA      | $40707.97     | 0.01%             | 2033-02-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $102383.31    | 0.01%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                             | GOLDMAN SACHS GROUP INC THE                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     366000 | PA      | $345167.50    | 0.04%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEXIA SA                                                  | DEXIA CREDIT LOCAL SA                           | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $265094.10    | 0.03%             | 2025-07-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN CANADA                           | PROVINCE OF SASKATCHEWAN CANADA                 | CUSIP: ZB7805847<br>LEI: N/A                  | Long             | DBT              |  | CA        |     800000 | PA      | $924760.71    | 0.11%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | EUROPEAN INVESTMENT BANK                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |     124000 | PA      | $179541.71    | 0.02%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |     968000 | PA      | $1106288.54   | 0.14%             | 2030-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172CG2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     300000 | PA      | $266456.75    | 0.03%             | 2037-11-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $979669.95    | 0.12%             | 2033-06-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    1911000 | PA      | $1242045.45   | 0.15%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Allianz Finance II B.V.                                   | ALLIANZ FINANCE II BV                           | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116422.64    | 0.01%             | 2029-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   28538346 | OU      | $-71780.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP CORPORATE BANK PLC                           | CUSIP: BY8970679<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |     100000 | PA      | $114049.68    | 0.01%             | 2025-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                      | MOLNLYCKE HOLDING AB                            | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |    2825000 | PA      | $3310503.73   | 0.41%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1444000 | OU      | $-137614.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                    | MCDONALD S CORP                                 | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     190000 | PA      | $267353.17    | 0.03%             | 2032-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | MITSUBISHI UFJ FINANCIAL GROUP INC              | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     200000 | PA      | $230996.70    | 0.03%             | 2032-06-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings S.C.A.                          | MEDTRONIC GLOBAL HOLDINGS SCA                   | CUSIP: 58507LAK5<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     900000 | PA      | $852465.84    | 0.10%             | 2039-03-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E ON SE                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     131000 | PA      | $148062.32    | 0.02%             | 2044-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                           | CAIXABANK SA                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    1100000 | PA      | $1332579.29   | 0.16%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                              | HYDRO QUEBEC                                    | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              |  | CA        |    1900000 | PA      | $1665969.74   | 0.20%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                             | ENBRIDGE INC                                    | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     272000 | PA      | $192205.72    | 0.02%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales, S.A.U.             | ACCIONA ENERGIA FINANCIA                        | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |    1300000 | PA      | $1581368.65   | 0.19%             | 2031-04-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                             | ENBRIDGE INC                                    | CUSIP: 29251ZBG1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $657018.75    | 0.08%             | 2044-03-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3483000 | PA      | $3763930.77   | 0.46%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    1175000 | PA      | $1501429.87   | 0.18%             | 2041-02-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                               | NATIONAL AUSTRALIA BANK LTD                     | CUSIP: ZK4883987<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $964965.10    | 0.12%             | 2028-05-12      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | RF                | GB        |     589000 | PA      | $764795.26    | 0.09%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | SUMITOMO MITSUI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $113866.08    | 0.01%             | 2031-10-07      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    1980000 | PA      | $1008870.48   | 0.12%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |    2574000 | PA      | $2962818.26   | 0.36%             | 2036-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.               | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV       | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      41000 | PA      | $50629.12     | 0.01%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $114422.54    | 0.01%             | 2031-08-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                           | NATIONAL AUSTRALIA BANK LTD                     | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $639630.94    | 0.08%             | 2027-10-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | DEUTSCHE TELEKOM 3 25 03 20 36                  | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1668139.07   | 0.21%             | 2036-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Criteria Caixa, S.A., Sociedad Unipersonal                | CRITERIA CAIXA SA                               | CUSIP: N/A<br>LEI: 959800DQQUAMV0K08004       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $112023.54    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | MERCEDES BENZ GROUP AG                          | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $275292.71    | 0.03%             | 2034-08-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWO YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  815850000 | PA      | $5705916.71   | 0.70%             | 2026-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     800000 | PA      | $981299.99    | 0.12%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJETS EPN                            | SOCIETE DES GRANDS PROJETS EPIC                 | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              |  | FR        |    3000000 | PA      | $2862212.12   | 0.35%             | 2034-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                           | WP CAREY INC                                    | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |     420000 | PA      | $490981.29    | 0.06%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     572874 | OU      | $-31516.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1196900000 | PA      | $8497620.79   | 1.05%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                           | CANADIAN DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -1760966 | OU      | $1067.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Company                                | EAST JAPAN RAILWAY CO                           | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      50000 | PA      | $67874.70     | 0.01%             | 2033-04-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                           | STELLANTIS NV                                   | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |    1758000 | PA      | $1856321.70   | 0.23%             | 2036-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia S.A                                | NATURGY FINANCE IBERIA SA                       | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |     800000 | PA      | $905289.53    | 0.11%             | 2034-10-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 2883098384 | OU      | $-835088.71   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1593812 | OU      | $-88526.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ESB FINANCE DESIGNATED ACTIVITY COMPANY                   | ESB FINANCE DAC                                 | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |     900000 | PA      | $1072259.41   | 0.13%             | 2036-03-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                   | ANHEUSER BUSCH INBEV SA NV                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $106766.62    | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                          | NEDERLANDSE WATERSCHAPSBANK NV                  | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              |  | NL        |     400000 | PA      | $316568.83    | 0.04%             | 2037-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    4122000 | PA      | $4656936.92   | 0.57%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1384654.79   | 0.17%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    1183000 | PA      | $1350318.97   | 0.17%             | 2034-08-27      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                      | GLOBAL PAYMENTS INC                             | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1122000 | PA      | $1333734.93   | 0.16%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                     | VODAFONE GROUP PLC                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      50000 | PA      | $70151.94     | 0.01%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -557470 | OU      | $25669.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corporation                                         | TELUS CORP                                      | CUSIP: 87971MAW3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    1721000 | PA      | $1187082.58   | 0.15%             | 2044-04-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $116892.12    | 0.01%             | 2027-05-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     487000 | PA      | $619547.93    | 0.08%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $512808.34    | 0.06%             | 2029-09-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance (21) Limited                  | CK HUTCHISON EUROPE FINANCE 21 LTD              | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |     241000 | PA      | $218586.48    | 0.03%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  564550000 | PA      | $4181208.33   | 0.51%             | 2031-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    2912000 | PA      | $3128998.45   | 0.39%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PSP Capital Inc.                                          | PSP CAPITAL INC                                 | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | CORP              | CA        |     600000 | PA      | $690890.50    | 0.09%             | 2034-07-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    1700000 | PA      | $1113837.36   | 0.14%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    2526000 | PA      | $2259556.55   | 0.28%             | 2039-07-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings S.C.A.                          | MEDTRONIC GLOBAL HOLDINGS SCA                   | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    1625000 | PA      | $1383416.79   | 0.17%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SELP Finance S.a r.l.                                     | SELP FINANCE SARL                               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |     775000 | PA      | $880451.80    | 0.11%             | 2032-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                          | DEUTSCHE BANK AG                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $111656.93    | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDECAUX SE                                     | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $481208.59    | 0.06%             | 2029-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $192521.94    | 0.02%             | 2035-10-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $387954.08    | 0.05%             | 2035-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     374000 | PA      | $467649.31    | 0.06%             | 2031-08-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BMW Finance N.V.                                          | BMW FINANCE NV                                  | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     407000 | PA      | $461123.74    | 0.06%             | 2035-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                  | DOW CHEMICAL CO THE                             | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     170000 | PA      | $164079.28    | 0.02%             | 2032-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                           | BLACKROCK INC                                   | CUSIP: 09247XAM3<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     250000 | PA      | $284176.42    | 0.03%             | 2025-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U S TREASURY BOND                               | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1700000 | PA      | $1052937.50   | 0.13%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111401.61    | 0.01%             | 2029-11-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    2400000 | PA      | $2908007.73   | 0.36%             | 2033-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -146975 | OU      | $8113.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -518380 | OU      | $43920.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | PROLOGIS EURO FINANCE LLC                       | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     179000 | PA      | $219695.28    | 0.03%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      53000 | PA      | $67632.47     | 0.01%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     725000 | PA      | $758325.11    | 0.09%             | 2028-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | PROLOGIS EURO FINANCE LLC                       | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |     911000 | PA      | $808104.74    | 0.10%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2051822 | OU      | $2449.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                       | BAT INTERNATIONAL FINANCE PLC                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     611000 | PA      | $825856.68    | 0.10%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | WELLS FARGO CO                                  | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     348000 | PA      | $430706.19    | 0.05%             | 2035-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                    | GENERAL MOTORS FINANCIAL CO INC                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     674000 | PA      | $891021.04    | 0.11%             | 2025-09-03      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                   | AGENCE FRANCE LOCALE                            | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |     200000 | PA      | $227151.98    | 0.03%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    1900000 | PA      | $2167161.99   | 0.27%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES SAS                              | ACTION LOGEMENT SERVICES                        | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $216852.11    | 0.03%             | 2037-09-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                             | TRANSCANADA PIPELINES LTD                       | CUSIP: 89353ZBV9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2550000 | PA      | $1698529.28   | 0.21%             | 2041-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANQUE SA                                         | BELFIUS BANK SA                                 | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |     300000 | PA      | $357970.90    | 0.04%             | 2029-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                            | JEFFERIES FINANCIAL GROUP INC                   | CUSIP: N/A<br>LEI: 549300HOF34RGOJ5YL07       | Long             | DBT              | CORP              | US        |     100000 | PA      | $115896.56    | 0.01%             | 2029-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SMN                                           | SPAREBANK 1 SMN                                 | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | DBT              | CORP              | NO        |     400000 | PA      | $466936.46    | 0.06%             | 2029-05-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     485000 | PA      | $615490.76    | 0.08%             | 2034-02-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                    | BERKSHIRE HATHAWAY FINANCE CORP                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |    2388000 | PA      | $2559234.56   | 0.31%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance B.V.                           | E ON INTERNATIONAL FINANCE BV                   | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1874096.73   | 0.23%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU SA                                            | SNCF RESEAU                                     | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              |  | FR        |     580000 | PA      | $788482.99    | 0.10%             | 2035-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    1200000 | PA      | $639845.92    | 0.08%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     472000 | PA      | $542423.88    | 0.07%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | WALMART INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      88000 | PA      | $120426.49    | 0.01%             | 2035-09-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: AT2751390<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    1022000 | PA      | $1357083.91   | 0.17%             | 2025-07-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    6884453 | OU      | $-166032.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                             | ENBRIDGE INC                                    | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $157601.53    | 0.02%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    7300000 | PA      | $5748677.33   | 0.71%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                     | COCA COLA CO THE                                | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     261000 | PA      | $254774.51    | 0.03%             | 2035-03-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                             | GOLDMAN SACHS GROUP INC THE                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     235000 | PA      | $223578.31    | 0.03%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     486000 | PA      | $473356.37    | 0.06%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    2100000 | PA      | $1036233.98   | 0.13%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    7100000 | PA      | $5400636.36   | 0.66%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | ELECTRICITE DE FRANCE SA                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     250000 | PA      | $342517.06    | 0.04%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                        | NEW ZEALAND DOLLAR                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |    -258334 | OU      | $4642.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vlaamse Gemeenschap                                       | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |    6600000 | PA      | $7523122.20   | 0.93%             | 2034-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                              | TELEFONICA EMISIONES SA                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    1800000 | PA      | $2077065.36   | 0.26%             | 2036-01-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    5709386 | OU      | $-527666.63   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORP                            | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      50000 | PA      | $71422.66     | 0.01%             | 2028-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO BANK NV                                | CUSIP: ZK6806853<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1477366.40   | 0.18%             | 2026-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3429932 | OU      | $-183666.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     444000 | PA      | $514796.23    | 0.06%             | 2034-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    2494000 | PA      | $2412180.24   | 0.30%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.               | DEUTSCHE TELEKOM INTERNATIONAL FINANCE          | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      29000 | PA      | $44338.21     | 0.01%             | 2028-11-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                       | PROVINCE OF ALBERTA CANADA                      | CUSIP: 013051ER4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |    5500000 | PA      | $4166987.62   | 0.51%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TEN YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 2422300000 | PA      | $16206858.02  | 1.99%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                               | GLAXOSMITHKLINE CAPITAL PLC                     | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      75000 | PA      | $103270.13    | 0.01%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Region Ile de France                                      | REGION OF ILE DE FRANCE                         | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              |  | FR        |     200000 | PA      | $226562.46    | 0.03%             | 2034-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $96849.82     | 0.01%             | 2031-02-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $941866.09    | 0.12%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                         | CAPITAL ONE FINANCIAL CORP                      | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1424991.47   | 0.18%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BMW International Investment B.V.                         | BMW INTERNATIONAL INVESTMENT BV                 | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |     310000 | PA      | $355761.74    | 0.04%             | 2032-11-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Corporation                                    | BROOKFIELD CORP                                 | CUSIP: 10549PAJ0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $72156.37     | 0.01%             | 2035-06-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     830000 | PA      | $608314.49    | 0.07%             | 2041-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                    | BERKSHIRE HATHAWAY FINANCE CORP                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |    2734000 | PA      | $2799725.40   | 0.34%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 2293850000 | PA      | $17769296.80  | 2.19%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | LAND BERLIN                                     | CUSIP: BV7390784<br>LEI: N/A                  | Long             | DBT              |  | DE        |    3215000 | PA      | $3696375.42   | 0.45%             | 2028-04-12      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -471983 | OU      | $26688.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS, INC.                                     | NESTLE HOLDINGS INC                             | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |     470000 | PA      | $640155.05    | 0.08%             | 2032-09-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                          | ORIX CORP                                       | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |     950000 | PA      | $1072025.92   | 0.13%             | 2031-10-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   31729980 | OU      | $-558555.26   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| MERLIN Properties SOCIMI, S.A.                            | MERLIN PROPERTIES SOCIMI SA                     | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |    1361000 | PA      | $1545334.51   | 0.19%             | 2025-05-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |     150000 | PA      | $172988.86    | 0.02%             | 2031-09-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                          | PUBLIC STORAGE                                  | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     451000 | PA      | $431280.48    | 0.05%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                       | ADIF ALTA VELOCIDAD                             | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              |  | ES        |     500000 | PA      | $594304.88    | 0.07%             | 2033-04-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1987509 | OU      | $-67161.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $215005.12    | 0.03%             | 2032-04-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                   | DUKE ENERGY CORP                                | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     337000 | PA      | $388636.05    | 0.05%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3628632 | OU      | $-145632.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     495000 | PA      | $562276.00    | 0.07%             | 2025-05-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              |  | CA        |    6150000 | PA      | $7001541.15   | 0.86%             | 2039-05-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2313375.01   | 0.28%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | ASIAN DEVELOPMENT BANK                          | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              |  | PH        |    3800000 | PA      | $5213821.91   | 0.64%             | 2029-05-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 4953351747 | OU      | $-1528381.52  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     700000 | PA      | $778799.14    | 0.10%             | 2035-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $968053.62    | 0.12%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -612486 | OU      | $9886.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                             | NATIONAL GAS TRANSMISSION PLC                   | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $238144.14    | 0.03%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | DIAGEO FINANCE PLC                              | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $1900855.25   | 0.23%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                    | MACQUARIE BANK LTD                              | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    1058000 | PA      | $1381400.34   | 0.17%             | 2025-12-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                        | BANCO BILBAO VIZCAYA ARGENTARIA SA              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |    2100000 | PA      | $2386509.04   | 0.29%             | 2025-05-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                        | JOHNSON CONTROLS INTERNATIONAL PLC              | CUSIP: 47837RAG5<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    1500000 | PA      | $1776237.35   | 0.22%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -315519 | OU      | $-5050.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $107816.87    | 0.01%             | 2029-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1456483.80   | 0.18%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1259313.86   | 0.15%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     300000 | PA      | $250161.19    | 0.03%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | SKANDINAVISKA ENSKILDA BANKEN AB                | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $112728.20    | 0.01%             | 2032-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1518709.45   | 0.19%             | 2029-01-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | WELLTOWER INC                                   | CUSIP: 95040QAB0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    1021000 | PA      | $1246741.82   | 0.15%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | SKANDINAVISKA ENSKILDA BANKEN AB                | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |    1350000 | PA      | $1543379.79   | 0.19%             | 2025-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                     | BOOKING HOLDINGS INC                            | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |     306000 | PA      | $339160.15    | 0.04%             | 2037-11-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     366000 | PA      | $371167.35    | 0.05%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   18989079 | OU      | $-2635.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | ORANGE SA                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $137160.83    | 0.02%             | 2034-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                         | FEDEX CORP                                      | CUSIP: 31428XCC8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     200000 | PA      | $187184.72    | 0.02%             | 2033-05-04      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1922150000 | PA      | $11206118.33  | 1.38%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                        | T MOBILE USA INC                                | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     200000 | PA      | $226945.32    | 0.03%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| La Compagnie de Telephone Bell du Canada ou Bell Canada   | BELL TELEPHONE CO OF CANADA OR BELL CANADA      | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $758727.29    | 0.09%             | 2034-08-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                              | NASDAQ INC                                      | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1715047.35   | 0.21%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                              | UNIBAIL RODAMCO WESTFIELD SE                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1761252.70   | 0.22%             | 2030-12-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  614250000 | PA      | $4700709.18   | 0.58%             | 2031-11-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDECAUX SE                                     | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $526992.16    | 0.06%             | 2030-02-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH                                | DEUTSCHE BAHN FINANCE GMBH                      | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |     350000 | PA      | $464672.02    | 0.06%             | 2025-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $542749.14    | 0.07%             | 2032-06-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH                                | DEUTSCHE BAHN FINANCE GMBH                      | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |    4350000 | PA      | $4952680.46   | 0.61%             | 2038-01-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $463809.03    | 0.06%             | 2028-11-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ISS Finance B.V.                                          | ISS FINANCE BV                                  | CUSIP: N/A<br>LEI: 724500PIMPESBMB5Q552       | Long             | DBT              | CORP              | NL        |    2185000 | PA      | $2478043.84   | 0.30%             | 2025-07-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                             | TRANSCANADA PIPELINES LTD                       | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      96000 | PA      | $74189.59     | 0.01%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $162052.52    | 0.02%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     512000 | PA      | $627588.50    | 0.08%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTH      | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    1500000 | PA      | $806439.44    | 0.10%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     380000 | PA      | $329459.61    | 0.04%             | 2037-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada          | CANADIAN NATL RY CO SR GLBL                     | CUSIP: 136375DF6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     395000 | PA      | $294040.94    | 0.04%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   34353141 | OU      | $-760551.10   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4134000 | PA      | $5152344.66   | 0.63%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   29943383 | OU      | $-1240428.10  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $232446.52    | 0.03%             | 2029-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     100000 | PA      | $111302.72    | 0.01%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | WALMART INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     250000 | PA      | $353223.05    | 0.04%             | 2034-03-27      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                               | AMERICAN HONDA FINANCE CORP                     | CUSIP: 026657AZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $114762.42    | 0.01%             | 2031-04-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                         | AUSTRALIAN DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |   -1273141 | OU      | $5523.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                | TENNESSEE VALLEY AUTHORITY                      | CUSIP: 880591DP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $307024.99    | 0.04%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3411227079 | OU      | $17349.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   17340284 | OU      | $-739463.01   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Suedzucker International Finance B.V.                     | SUDZUCKER INTERNATIONAL FINANCE BV              | CUSIP: N/A<br>LEI: 724500M1VGG79HOVI026       | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2311665.34   | 0.28%             | 2032-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                              | JAPANESE YEN                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        | -305932483 | OU      | $10679.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP N.V.                                                  | CTP NV                                          | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $238026.60    | 0.03%             | 2030-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                  | KONINKLIJKE PHILIPS NV                          | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |     788000 | PA      | $939816.97    | 0.12%             | 2031-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                      | FRANCE GOVT OF                                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   21527000 | PA      | $18891049.80  | 2.32%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | EXXON MOBIL CORP                                | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     250000 | PA      | $241445.95    | 0.03%             | 2032-06-26      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS GROUP AG                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     300000 | PA      | $292835.74    | 0.04%             | 2031-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                           | SPAIN GOVERNMENT BOND                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1831000 | PA      | $1557908.96   | 0.19%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S.A. LONDON BRANCH                        | CREDIT AGRICOLE SA LONDON                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     400000 | PA      | $422773.67    | 0.05%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                             | EQUINIX INC                                     | CUSIP: 29444UBP0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     700000 | PA      | $655739.34    | 0.08%             | 2033-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $123557.78    | 0.02%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $515831.53    | 0.06%             | 2032-04-07      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     250000 | PA      | $285246.68    | 0.04%             | 2029-11-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY      | GLENCORE CAPITAL FINANCE DAC                    | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |     400000 | PA      | $377214.96    | 0.05%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF RESEAU                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | FR        |      85000 | PA      | $109501.40    | 0.01%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                          | SHELL INTERNATIONAL FINANCE BV                  | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $420577.47    | 0.05%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                    | BERKSHIRE HATHAWAY FINANCE CORP                 | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    6892000 | PA      | $6324821.00   | 0.78%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M CO                                           | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     232000 | PA      | $248965.48    | 0.03%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ayvens Bank N.V.                                          | LEASEPLAN CORP NV                               | CUSIP: N/A<br>LEI: 724500C60L930FVHS484       | Long             | DBT              | CORP              | NL        |     487000 | PA      | $553620.52    | 0.07%             | 2025-05-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     300000 | PA      | $357186.20    | 0.04%             | 2033-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $2090729.57   | 0.26%             | 2034-02-13      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    1500000 | PA      | $815077.39    | 0.10%             | 2037-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $732324.66    | 0.09%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                           | NATIONAL AUSTRALIA BANK LTD                     | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    2600000 | PA      | $1666384.28   | 0.21%             | 2029-03-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4994655 | OU      | $-233316.68   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                       | BAT INTERNATIONAL FINANCE PLC                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116040.24    | 0.01%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility SA                  | EUROPEAN FINANCIAL STABILITY FACILITY           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              |  | LU        |     354000 | PA      | $411317.65    | 0.05%             | 2038-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                       | LVMH MOET HENNESSY LOUIS VUITTON SE             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $232067.75    | 0.03%             | 2029-09-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |     282000 | PA      | $380169.46    | 0.05%             | 2040-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    2100000 | PA      | $1770671.11   | 0.22%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $463812.66    | 0.06%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  723950000 | PA      | $5320656.92   | 0.65%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   38898942 | OU      | $-1633770.06  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                            | CITIGROUP INC                                   | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     896000 | PA      | $1370000.24   | 0.17%             | 2039-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $221818.80    | 0.03%             | 2034-09-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 2917733796 | OU      | $-262746.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |    1250000 | PA      | $1686333.77   | 0.21%             | 2026-06-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   10300000 | PA      | $4591427.31   | 0.56%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DSV Finance B.V.                                          | DSV FINANCE BV                                  | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1227458.45   | 0.15%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -102684 | OU      | $-643.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | ELECTRICITE DE FRANCE SA                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $987194.73    | 0.12%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | LLOYDS BANKING GROUP PLC                        | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     220000 | PA      | $139563.11    | 0.02%             | 2027-11-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     600000 | PA      | $794995.39    | 0.10%             | 2026-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -3799729 | OU      | $187243.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $594311.70    | 0.07%             | 2030-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2292648 | OU      | $-121203.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  433743914 | OU      | $-63874.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | EXXON MOBIL CORP                                | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     439000 | PA      | $469490.96    | 0.06%             | 2028-06-26      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   20315614 | OU      | $-27378.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1857652.10   | 0.23%             | 2025-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                            | CITIGROUP INC                                   | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1895747.63   | 0.23%             | 2038-06-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                       | ADIF ALTA VELOCIDAD                             | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              |  | ES        |    1300000 | PA      | $1505795.16   | 0.19%             | 2034-04-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   19019226 | OU      | $-896628.94   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                       | INVESTOR AB                                     | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |     601000 | PA      | $496407.42    | 0.06%             | 2035-10-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $97031.14     | 0.01%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -1049536 | OU      | $-3091.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allianz Finance II B.V.                                   | ALLIANZ FINANCE II BV                           | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |    1700000 | PA      | $1975071.79   | 0.24%             | 2043-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U S TREASURY NOTE                               | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1300000 | PA      | $1300970.01   | 0.16%             | 2026-07-31      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | EUROPEAN INVESTMENT BANK                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |     500000 | PA      | $559236.67    | 0.07%             | 2039-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   56801526 | OU      | $214400.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC                                    | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    2362000 | PA      | $2665087.64   | 0.33%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY | CUSIP: BN8412155<br>LEI: N/A                  | Long             | DBT              |  | AU        |   14897000 | PA      | $7415948.82   | 0.91%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   27258543 | OU      | $-580953.47   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                        | DEUTSCHE BOERSE AG                              | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $103366.37    | 0.01%             | 2032-04-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    5249000 | PA      | $2198617.20   | 0.27%             | 2041-11-20      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   13137000 | PA      | $6436277.10   | 0.79%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                             | ALIMENTATION COUCHE TARD INC                    | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |    3256000 | PA      | $3679217.07   | 0.45%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  250177925 | OU      | $-2412.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    4867000 | PA      | $2866315.42   | 0.35%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -3318252 | OU      | $143135.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                           | CANADIAN DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -1445782 | OU      | $20123.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    4900000 | PA      | $3842241.37   | 0.47%             | 2040-06-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1152372.24   | 0.14%             | 2027-07-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $123332.39    | 0.02%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |    1150000 | PA      | $1619810.80   | 0.20%             | 2035-03-14      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      43000 | PA      | $49034.17     | 0.01%             | 2025-07-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     350000 | PA      | $398204.08    | 0.05%             | 2027-03-28      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $355583.72    | 0.04%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNAM S.P.A.                                               | SNAM SPA                                        | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |    2300000 | PA      | $2081875.18   | 0.26%             | 2034-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    6600000 | PA      | $4797841.16   | 0.59%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 3666000000 | PA      | $20487090.44  | 2.52%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     943000 | PA      | $1057595.40   | 0.13%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     177486 | OU      | $-3562.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     614000 | PA      | $691149.59    | 0.09%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115245.65    | 0.01%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    5400000 | PA      | $4254791.86   | 0.52%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortis Inc.                                               | FORTIS INC CANADA                               | CUSIP: 349553AR8<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $397795.55    | 0.05%             | 2033-11-08      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA AUSTRALIA              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3170897.13   | 0.39%             | 2029-07-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | SKANDINAVISKA ENSKILDA BANKEN AB                | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     760000 | PA      | $864372.35    | 0.11%             | 2027-05-03      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | AYVENS SA                                       | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $351430.03    | 0.04%             | 2029-07-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                   | ILE DE FRANCE MOBILITES                         | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |    2500000 | PA      | $2851807.43   | 0.35%             | 2038-06-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    1791000 | PA      | $2532678.83   | 0.31%             | 2033-05-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | NORDEA BANK ABP                                 | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |    1212000 | PA      | $1386976.04   | 0.17%             | 2034-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                   | CANADIAN IMPERIAL BANK OF COMMERCE              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |     508000 | PA      | $669349.22    | 0.08%             | 2025-09-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI BANQUE SA                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     250000 | PA      | $290265.72    | 0.04%             | 2031-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     393000 | PA      | $528909.85    | 0.07%             | 2035-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    9500000 | PA      | $7144773.04   | 0.88%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   10400000 | PA      | $7806889.16   | 0.96%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     888841 | OU      | $-2321.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    3696000 | PA      | $2384839.58   | 0.29%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    5600000 | PA      | $2430021.69   | 0.30%             | 2040-05-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    5400000 | PA      | $2566509.05   | 0.32%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    2300000 | PA      | $1424220.18   | 0.18%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1894249 | OU      | $-19350.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT T INC                                                  | AT T INC                                        | CUSIP: 00206RMS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     114000 | PA      | $135090.24    | 0.02%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** Dimensional ETF Trust

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Chief Compliance Officer