# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046973
**Filing Date:** 2023-2
**Character Count:** 317430
**Document Hash:** a2daf673784b62796656f3507067c9b7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046973.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046973

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SPDR SERIES TRUST
- **CENTRAL INDEX KEY:** 0001064642
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 23683668

**BUSINESS ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111
- **BUSINESS PHONE:** 617-664-1465

**MAIL ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STREETTRACKS SERIES TRUST
- **DATE OF NAME CHANGE:** 20000925

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INDEX EXCHANGE LISTED SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19980622

## Series and Classes Contracts Data

### SPDR(R) Bloomberg International Corporate Bond ETF (Series ID: S000028947)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000088912 | SPDR(R) Bloomberg International Corporate Bond ETF | IBND            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SPDR SERIES TRUST

- **b. Investment Company Act file number:** 811-08839

- **c. CIK number of Registrant:** 0001064642

- **d. LEI of Registrant:** 5493004JVD6CQEEJSS37

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

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-664-8594

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

- **a. Name of Series:** SPDR(R) Bloomberg International Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000028947

- **c. LEI of Series:** 549300V3SXQ5D61UEN24

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $149099961.75

**Total Liabilities:** $8994563.17

**Net Assets:** $140105398.58

**Cash Not Reported:** $912875.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -64.56000000 | **1-Year:** -9480.71000000 | **5-Year:** -31978.93000000 | **10-Year:** -24415.61000000 | **30-Year:** -3857.37000000

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

- **3-Month:** -0.03000000 | **1-Year:** -113.65000000 | **5-Year:** -110.01000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000088912 | 1.84%                | 6.77%                | 1.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-505403.09              | $2231607.05                                |
| Month 2  | $-536560.60              | $7478545.63                                |
| Month 3  | $-637904.52              | $2262955.09                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137000.35    | 0.10%             | 2028-02-24      | Fixed         | 0.39%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG     | Banco Bilbao Vizcaya Argentaria SA                                          | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $89270.94     | 0.06%             | 2029-01-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100082.89    | 0.07%             | 2027-12-07      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                  | CUSIP: 92343VEW0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176333.10    | 0.13%             | 2030-04-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $170167.11    | 0.12%             | 2031-07-13      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311081.60    | 0.22%             | 2029-07-25      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| BOUYGUES SA                  | Bouygues SA                                                                 | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $271729.20    | 0.19%             | 2037-06-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS     | Medtronic Global Holdings SCA                                               | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $63518.42     | 0.05%             | 2050-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV       | Volkswagen International Finance NV                                         | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $194827.32    | 0.14%             | 2030-11-18      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY INC       | Berkshire Hathaway Inc                                                      | CUSIP: 084670CH9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98934.17     | 0.07%             | 2025-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKY LTD                      | Sky Ltd                                                                     | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205042.11    | 0.15%             | 2026-09-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48614.28     | 0.03%             | 2026-10-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                     | International Business Machines Corp                                        | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182147.05    | 0.13%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC     | Lloyds Banking Group PLC                                                    | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $110787.61    | 0.08%             | 2026-01-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162594.61    | 0.12%             | 2032-11-04      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| BAYER AG                     | Bayer AG                                                                    | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $167659.37    | 0.12%             | 2032-07-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                  | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95806.99     | 0.07%             | 2031-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                   | Vonovia SE                                                                  | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $211573.23    | 0.15%             | 2033-06-16      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd         | Heathrow Funding Ltd                                                        | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $246916.00    | 0.18%             | 2031-12-10      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                 | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    100000 | PA      | $96202.09     | 0.07%             | 2026-09-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC     | CCEP Finance Ireland DAC                                                    | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $78179.22     | 0.06%             | 2033-05-06      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC            | HSBC Holdings PLC                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $299108.63    | 0.21%             | 2027-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                    | Orange SA                                                                   | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95697.06     | 0.07%             | 2028-03-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                      | BPCE SA                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $289192.18    | 0.21%             | 2026-01-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $93180.06     | 0.07%             | 2026-09-04      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291139.48    | 0.21%             | 2027-03-11      | Fixed         | 1.09%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV       | Volkswagen International Finance NV                                         | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $97493.24     | 0.07%             | 2038-11-16      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Institutional US Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    126467 | NS      | $126467.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST MARKETS PLC          | NatWest Markets PLC                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207806.29    | 0.15%             | 2025-04-02      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383621.56    | 0.27%             | 2028-05-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/     | Anheuser-Busch InBev SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $197639.67    | 0.14%             | 2032-04-02      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                | AIB Group PLC                                                               | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $95218.94     | 0.07%             | 2028-04-04      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD      | Unibail-Rodamco-Westfield SE                                                | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    200000 | PA      | $181351.31    | 0.13%             | 2027-05-04      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT     | Siemens Financieringsmaatschappij NV                                        | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111708.07    | 0.08%             | 2025-02-20      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                | Citigroup Inc                                                               | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117665.80    | 0.08%             | 2024-01-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Danone SA                    | Danone SA                                                                   | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $306981.67    | 0.22%             | 2024-11-03      | Fixed         | 0.71%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                            | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80627.29     | 0.06%             | 2030-08-14      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC     | Lloyds Banking Group PLC                                                    | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209917.31    | 0.15%             | 2026-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU       | Iberdrola Finanzas SA                                                       | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $88230.37     | 0.06%             | 2032-03-11      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I      | Thermo Fisher Scientific Finance I BV                                       | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $214617.69    | 0.15%             | 2041-10-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO               | Eli Lilly & Co                                                              | CUSIP: 532457BX5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72241.27     | 0.05%             | 2049-11-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD      | Unibail-Rodamco-Westfield SE                                                | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    100000 | PA      | $79927.48     | 0.06%             | 2031-12-04      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                    | Apple Inc                                                                   | CUSIP: 037833AV2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344336.96    | 0.25%             | 2026-11-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI       | Assicurazioni Generali SpA                                                  | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $273583.01    | 0.20%             | 2024-09-16      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/     | Anheuser-Busch InBev SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $98819.84     | 0.07%             | 2032-04-02      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $303904.21    | 0.22%             | 2025-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                            | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187274.54    | 0.13%             | 2027-02-02      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                     | AT&T Inc                                                                    | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302838.03    | 0.22%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $385038.02    | 0.27%             | 2033-02-17      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC       | Philip Morris International Inc                                             | CUSIP: 718172BH1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103141.12    | 0.07%             | 2026-03-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc         | Booking Holdings Inc                                                        | CUSIP: 09857LAC2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209249.64    | 0.15%             | 2024-09-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.      | Allianz Finance II BV                                                       | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113444.10    | 0.08%             | 2043-03-13      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE      | Wintershall Dea Finance BV                                                  | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $78674.43     | 0.06%             | 2031-09-25      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG     | Banco Bilbao Vizcaya Argentaria SA                                          | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $300742.81    | 0.21%             | 2025-06-04      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92799.87     | 0.07%             | 2027-01-18      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU     | Telefonica Emisiones SA                                                     | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $190439.15    | 0.14%             | 2027-08-21      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: —       |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $272833.80    | 0.19%             | 2029-03-22      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                 | DNB Bank ASA                                                                | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $263185.01    | 0.19%             | 2029-02-23      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO     | British Telecommunications PLC                                              | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191621.66    | 0.14%             | 2027-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                   | US Bancorp                                                                  | CUSIP: 902973BB1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103046.49    | 0.07%             | 2024-06-07      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $101453.59    | 0.07%             | 2026-02-23      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190693.58    | 0.14%             | 2028-09-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CONNECT PLUS ISSUER          | Connect Plus M25 Issuer PLC                                                 | CUSIP: 000000000<br>LEI: 213800B2CJAR5PQX6W68 | Long             | DBT              | CORP              | GB        |     89304 | PA      | $87049.81     | 0.06%             | 2039-03-31      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $292752.52    | 0.21%             | 2026-06-11      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| BASF SE                      | BASF SE                                                                     | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $90212.47     | 0.06%             | 2031-03-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $211219.35    | 0.15%             | 2026-09-27      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE                      | E.ON SE                                                                     | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $186555.22    | 0.13%             | 2027-09-29      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144592.89    | 0.10%             | 2031-02-12      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                    | Prosus NV                                                                   | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $80733.16     | 0.06%             | 2029-07-13      | Fixed         | 1.29%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN     | Deutsche Telekom International Finance BV                                   | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $304229.73    | 0.22%             | 2025-12-01      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98556.90     | 0.07%             | 2026-10-23      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $303120.42    | 0.22%             | 2025-01-23      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC       | BP Capital Markets PLC                                                      | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195648.18    | 0.14%             | 2027-02-16      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: —       |
| DEUTSCHE BANK AG             | Deutsche Bank AG                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $186070.69    | 0.13%             | 2027-02-17      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| VISA INC                     | Visa Inc                                                                    | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300484.10    | 0.21%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN     | Deutsche Telekom International Finance BV                                   | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $192671.99    | 0.14%             | 2029-12-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                 | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $193307.49    | 0.14%             | 2026-06-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $105488.01    | 0.08%             | 2024-05-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: —       |
| MEDTRONIC GLOBAL HLDINGS     | Medtronic Global Holdings SCA                                               | CUSIP: 58507LAJ8<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $91061.14     | 0.06%             | 2031-03-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $248521.01    | 0.18%             | 2030-02-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA          | Intesa Sanpaolo SpA                                                         | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $102194.48    | 0.07%             | 2025-05-26      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86545.83     | 0.06%             | 2029-08-08      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV         | E.ON International Finance BV                                               | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $187522.55    | 0.13%             | 2030-06-03      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $322460.32    | 0.23%             | 2028-07-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                      | Eni SpA                                                                     | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $317120.39    | 0.23%             | 2029-01-29      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE      | Procter & Gamble Co/The                                                     | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228722.67    | 0.16%             | 2027-05-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/     | Anheuser-Busch InBev SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    300000 | PA      | $299703.52    | 0.21%             | 2027-12-02      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS     | Medtronic Global Holdings SCA                                               | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $101155.58    | 0.07%             | 2031-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB     | Svenska Handelsbanken AB                                                    | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $86910.40     | 0.06%             | 2028-09-06      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98663.38     | 0.07%             | 2026-10-29      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                 | DNB Bank ASA                                                                | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $92963.41     | 0.07%             | 2028-01-18      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| EDP FINANCE BV               | EDP Finance BV                                                              | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $187724.50    | 0.13%             | 2029-09-21      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                   | AbbVie Inc                                                                  | CUSIP: 00287YBA6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    114000 | PA      | $118407.00    | 0.08%             | 2024-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                 | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $201885.62    | 0.14%             | 2027-06-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: —       |
| BANCO BILBAO VIZCAYA ARG     | Banco Bilbao Vizcaya Argentaria SA                                          | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $93558.94     | 0.07%             | 2026-11-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $189347.14    | 0.14%             | 2028-05-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| America Movil SAB de CV      | America Movil SAB de CV                                                     | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $101366.25    | 0.07%             | 2041-08-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $194841.34    | 0.14%             | 2032-08-03      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: —       |
| UBS AG LONDON                | UBS AG/London                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $188796.44    | 0.13%             | 2026-03-31      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| PERNOD RICARD SA             | Pernod Ricard SA                                                            | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $304207.10    | 0.22%             | 2025-04-07      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $298377.99    | 0.21%             | 2025-07-17      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $103495.24    | 0.07%             | 2026-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                   | Vonovia SE                                                                  | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $156711.03    | 0.11%             | 2029-12-14      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| RWE AG                       | RWE AG                                                                      | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $101129.36    | 0.07%             | 2026-05-24      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG       | Credit Suisse Group AG                                                      | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $355525.60    | 0.25%             | 2029-09-10      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA       | Skandinaviska Enskilda Banken AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $101690.74    | 0.07%             | 2024-07-01      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| ANNINGTON FUNDING PLC        | Annington Funding PLC                                                       | CUSIP: 000000000<br>LEI: 549300KK63W8VZIONZ83 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $86076.67     | 0.06%             | 2047-07-12      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                                 | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    220000 | PA      | $146484.54    | 0.10%             | 2025-05-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                | Stellantis NV                                                               | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $213591.64    | 0.15%             | 2028-07-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/     | Anheuser-Busch InBev SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $184531.29    | 0.13%             | 2030-04-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                 | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    100000 | PA      | $103803.89    | 0.07%             | 2024-11-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA      | Autoroutes du Sud de la France SA                                           | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $90485.68     | 0.06%             | 2031-02-21      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BASF SE                      | BASF SE                                                                     | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $96836.46     | 0.07%             | 2027-11-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON       | Credit Agricole SA/London                                                   | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $196755.13    | 0.14%             | 2026-12-20      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186165.88    | 0.13%             | 2030-03-23      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $84836.52     | 0.06%             | 2030-07-11      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                 | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $195737.83    | 0.14%             | 2026-01-29      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: —       |
| Cooperatieve Rabobank UA     | Cooperatieve Rabobank UA                                                    | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $273134.77    | 0.19%             | 2025-07-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC       | BP Capital Markets PLC                                                      | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199853.15    | 0.14%             | 2028-04-07      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $272132.62    | 0.19%             | 2028-02-19      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV      | Toyota Motor Credit Corp                                                    | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191494.02    | 0.14%             | 2026-07-16      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV         | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $286267.91    | 0.20%             | 2034-09-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $88292.49     | 0.06%             | 2028-02-18      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                               | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102927.68    | 0.07%             | 2033-09-22      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Bayer Capital Corp BV        | Bayer Capital Corp BV                                                       | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $396030.00    | 0.28%             | 2026-06-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                    | Apple Inc                                                                   | CUSIP: 037833CW8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285991.07    | 0.20%             | 2029-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                    | Amgen Inc                                                                   | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113354.12    | 0.08%             | 2029-09-13      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV         | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $163241.79    | 0.12%             | 2030-06-17      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG       | Mercedes-Benz Group AG                                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    125000 | PA      | $107846.90    | 0.08%             | 2031-11-06      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The       | Wellcome Trust Ltd/The                                                      | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $67052.08     | 0.05%             | 2118-02-07      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV         | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102755.84    | 0.07%             | 2029-04-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA       | Skandinaviska Enskilda Banken AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $185705.26    | 0.13%             | 2027-08-09      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I      | Metropolitan Life Global Funding I                                          | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102673.67    | 0.07%             | 2024-04-09      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL      | Richemont International Holding SA                                          | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $187115.74    | 0.13%             | 2030-03-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BORGWARNER INC               | BorgWarner Inc                                                              | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79119.48     | 0.06%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc       | Berkshire Hathaway Inc                                                      | CUSIP: 084670BN7<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287778.29    | 0.21%             | 2027-03-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE      | Wintershall Dea Finance BV                                                  | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $172650.18    | 0.12%             | 2028-09-25      | Fixed         | 1.33%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA           | Credit Agricole SA                                                          | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $160194.15    | 0.11%             | 2032-01-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BMW FINANCE NV               | BMW Finance NV                                                              | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $301998.85    | 0.22%             | 2025-02-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE      | Mercedes-Benz International Finance BV                                      | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $310622.76    | 0.22%             | 2024-04-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                  | CUSIP: 92343VDJ0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201046.43    | 0.14%             | 2025-04-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL        | TotalEnergies Capital International SA                                      | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $149351.75    | 0.11%             | 2040-05-18      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                   | Vonovia SE                                                                  | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $163177.76    | 0.12%             | 2028-09-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| AIRBUS SE                    | Airbus SE                                                                   | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $186300.79    | 0.13%             | 2030-06-09      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG       | Credit Suisse Group AG                                                      | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    100000 | PA      | $90638.09     | 0.06%             | 2026-10-13      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP                     | International Business Machines Corp                                        | CUSIP: 459200JT9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101288.54    | 0.07%             | 2025-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                  | Swedbank AB                                                                 | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $199398.07    | 0.14%             | 2025-05-05      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: —       |
| CREDIT AGRICOLE LONDON       | Credit Agricole SA/London                                                   | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $185441.86    | 0.13%             | 2029-03-05      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC           | Vodafone Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $109572.44    | 0.08%             | 2056-08-12      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                | UniCredit SpA                                                               | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $85795.12     | 0.06%             | 2029-07-05      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP                     | International Business Machines Corp                                        | CUSIP: 459200HR5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106798.38    | 0.08%             | 2025-11-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG LONDON      | Credit Suisse AG/London                                                     | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $153977.64    | 0.11%             | 2028-09-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/     | Anheuser-Busch InBev SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $96583.09     | 0.07%             | 2027-07-01      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                | Citigroup Inc                                                               | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178633.62    | 0.13%             | 2029-04-10      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV             | ABN AMRO Bank NV                                                            | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $187988.32    | 0.13%             | 2027-01-15      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG               | Commerzbank AG                                                              | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203603.46    | 0.15%             | 2024-08-28      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| DIGITAL EURO FINCO           | Digital Euro Finco LLC                                                      | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |    100000 | PA      | $98785.26     | 0.07%             | 2026-01-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                 | Barclays PLC                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211282.96    | 0.15%             | 2025-04-02      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/     | Anheuser-Busch InBev SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    350000 | PA      | $344225.86    | 0.25%             | 2040-04-02      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: —       |
| DIGITAL INTREPID HOLDING     | Digital Intrepid Holding BV                                                 | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |    100000 | PA      | $72983.65     | 0.05%             | 2031-07-15      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp               | Microsoft Corp                                                              | CUSIP: 000000000<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219042.29    | 0.16%             | 2028-12-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC            | HSBC Holdings PLC                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $108354.12    | 0.08%             | 2026-11-13      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $377029.37    | 0.27%             | 2026-05-11      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                                 | CUSIP: 026657AR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207696.58    | 0.15%             | 2024-10-18      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BK CORP MKTS PLC      | Lloyds Bank Corporate Markets PLC                                           | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203368.67    | 0.15%             | 2026-04-09      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CO/THE             | Coca-Cola Co/The                                                            | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174909.39    | 0.12%             | 2029-03-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG       | Volkswagen Financial Services AG                                            | CUSIP: 000000000<br>LEI: 529900USFSZYPS075O24 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $98953.24     | 0.07%             | 2025-01-31      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP       | Mizuho Financial Group Inc                                                  | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $164458.88    | 0.12%             | 2030-10-07      | Fixed         | 0.69%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG       | Mercedes-Benz Group AG                                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $131349.17    | 0.09%             | 2037-07-03      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH     | Imperial Brands Finance Netherlands BV                                      | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $75047.28     | 0.05%             | 2033-03-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $241056.44    | 0.17%             | 2033-11-18      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $98958.79     | 0.07%             | 2026-01-05      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp              | Nordea Bank Abp                                                             | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $102216.89    | 0.07%             | 2025-02-12      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV      | Schlumberger Finance BV                                                     | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $182400.20    | 0.13%             | 2032-05-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: —       |
| UBS GROUP AG                 | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $228185.42    | 0.16%             | 2033-02-24      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: —       |
| UNICREDIT SPA                | UniCredit SpA                                                               | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $196931.44    | 0.14%             | 2026-06-16      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| RWE AG                       | RWE AG                                                                      | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $303388.09    | 0.22%             | 2026-05-24      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA           | Credit Agricole SA                                                          | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $301032.84    | 0.21%             | 2025-09-18      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: —       |
| SUEZ                         | Suez SACA                                                                   | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $179814.47    | 0.13%             | 2034-05-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                 | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $316917.40    | 0.23%             | 2024-02-01      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                  | CUSIP: 92343VEC4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293686.79    | 0.21%             | 2026-10-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG       | Volkswagen Financial Services AG                                            | CUSIP: 000000000<br>LEI: 529900USFSZYPS075O24 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $204249.36    | 0.15%             | 2024-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE      | Santander Consumer Finance SA                                               | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199705.01    | 0.14%             | 2025-01-17      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: —       |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $268802.47    | 0.19%             | 2029-04-17      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN     | Deutsche Telekom International Finance BV                                   | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $104363.77    | 0.07%             | 2024-01-30      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA        | Holcim Finance Luxembourg SA                                                | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $291663.93    | 0.21%             | 2028-05-26      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $164107.97    | 0.12%             | 2031-11-04      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO     | British Telecommunications PLC                                              | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $100058.27    | 0.07%             | 2026-03-10      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                 | Barclays PLC                                                                | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $281319.08    | 0.20%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO           | Digital Euro Finco LLC                                                      | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98785.26     | 0.07%             | 2026-01-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                            | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379722.26    | 0.27%             | 2027-05-24      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: —       |
| IBERDROLA INTL BV            | Iberdrola International BV                                                  | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199722.09    | 0.14%             | 2026-04-21      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA         | Banco de Sabadell SA                                                        | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $194636.43    | 0.14%             | 2025-07-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd         | Heathrow Funding Ltd                                                        | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $98417.46     | 0.07%             | 2046-10-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ASML Holding NV              | ASML Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $100263.40    | 0.07%             | 2026-07-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC       | BP Capital Markets PLC                                                      | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $171924.51    | 0.12%             | 2031-05-08      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253021.38    | 0.18%             | 2031-07-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                                 | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88279.68     | 0.06%             | 2028-07-07      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ENI SPA                      | Eni SpA                                                                     | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $88077.97     | 0.06%             | 2028-06-14      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC            | NatWest Group PLC                                                           | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $301239.32    | 0.22%             | 2026-03-02      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $171870.29    | 0.12%             | 2028-07-19      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                           | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103391.70    | 0.07%             | 2027-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON       | Credit Agricole SA/London                                                   | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $106175.32    | 0.08%             | 2026-02-05      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB     | Svenska Handelsbanken AB                                                    | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $202455.10    | 0.14%             | 2025-04-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| University of Oxford         | University of Oxford                                                        | CUSIP: 000000000<br>LEI: 5493009OEHU6YS545T65 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $101229.85    | 0.07%             | 2117-12-08      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC                   | Pfizer Inc                                                                  | CUSIP: 000000000<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174857.28    | 0.12%             | 2043-06-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $96501.77     | 0.07%             | 2028-04-07      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                     | AT&T Inc                                                                    | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $67607.82     | 0.05%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $208248.13    | 0.15%             | 2024-02-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT     | Siemens Financieringsmaatschappij NV                                        | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $193040.68    | 0.14%             | 2026-06-05      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| UPJOHN FINANCE BV            | Upjohn Finance BV                                                           | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $244132.17    | 0.17%             | 2032-06-23      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| BASF SE                      | BASF SE                                                                     | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $281938.30    | 0.20%             | 2027-06-05      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: —       |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $88199.85     | 0.06%             | 2032-04-07      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings Inc         | Booking Holdings Inc                                                        | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98365.61     | 0.07%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV         | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $136510.61    | 0.10%             | 2036-06-17      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| SMURFIT KAPPA ACQUISITIO     | Smurfit Kappa Acquisitions ULC                                              | CUSIP: 000000000<br>LEI: 6354002XN4LUSDRPTR29 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $103380.83    | 0.07%             | 2026-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Sanofi                       | Sanofi                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99677.90     | 0.07%             | 2026-03-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN       | Berkshire Hathaway Finance Corp                                             | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170200.60    | 0.12%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL       | Logicor Financing Sarl                                                      | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $86520.85     | 0.06%             | 2027-07-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $264350.45    | 0.19%             | 2028-09-29      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                      | BPCE SA                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $184849.75    | 0.13%             | 2027-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                 | Barclays PLC                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $168518.70    | 0.12%             | 2029-08-09      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                            | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102721.70    | 0.07%             | 2024-04-26      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| KBC GROUP NV                 | KBC Group NV                                                                | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $209211.64    | 0.15%             | 2024-01-25      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU     | American Medical Systems Europe BV                                          | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $100136.61    | 0.07%             | 2025-03-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV         | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $275956.15    | 0.20%             | 2027-06-17      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                | Stellantis NV                                                               | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $90424.64     | 0.06%             | 2032-04-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE AG LONDON      | Credit Suisse AG/London                                                     | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |    100000 | PA      | $101139.89    | 0.07%             | 2025-12-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| NATURGY FINANCE BV           | Naturgy Finance BV                                                          | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196658.66    | 0.14%             | 2026-01-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                   | Vonovia SE                                                                  | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $70700.80     | 0.05%             | 2032-09-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                      | BPCE SA                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $103089.90    | 0.07%             | 2024-07-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $205800.71    | 0.15%             | 2025-01-26      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                    | Apple Inc                                                                   | CUSIP: 037833BJ8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112301.34    | 0.08%             | 2029-07-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS     | Medtronic Global Holdings SCA                                               | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $89045.96     | 0.06%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP              | Nordea Bank Abp                                                             | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $96597.40     | 0.07%             | 2027-02-16      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC        | OP Corporate Bank plc                                                       | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $203561.70    | 0.15%             | 2024-07-01      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG       | Credit Suisse Group AG                                                      | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    100000 | PA      | $109199.30    | 0.08%             | 2033-09-07      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AIRBUS SE                    | Airbus SE                                                                   | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $191560.62    | 0.14%             | 2032-04-07      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $81489.63     | 0.06%             | 2031-11-08      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189555.90    | 0.14%             | 2028-11-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $168055.94    | 0.12%             | 2030-01-17      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL        | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $250323.38    | 0.18%             | 2030-11-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ABBOTT IRELAND FINANCING     | Abbott Ireland Financing DAC                                                | CUSIP: 000000000<br>LEI: 54930021QV18ZVZQDE71 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149998.08    | 0.11%             | 2026-09-27      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CAPGEMINI SE                 | Capgemini SE                                                                | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96694.94     | 0.07%             | 2029-04-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA          | Intesa Sanpaolo SpA                                                         | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $268905.26    | 0.19%             | 2029-07-04      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                     | AT&T Inc                                                                    | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265573.35    | 0.19%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG       | Mercedes-Benz Group AG                                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $96215.75     | 0.07%             | 2027-11-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                    | Orange SA                                                                   | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $488833.37    | 0.35%             | 2033-01-28      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                      | BPCE SA                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203046.58    | 0.14%             | 2024-09-26      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA      | Autoroutes du Sud de la France SA                                           | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $97859.03     | 0.07%             | 2027-01-18      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA     | Cooperatieve Rabobank UA                                                    | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $300614.56    | 0.21%             | 2026-03-23      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                            | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180755.78    | 0.13%             | 2030-05-04      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG       | Mercedes-Benz Group AG                                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $52731.20     | 0.04%             | 2024-01-12      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| ESSILORLUXOTTICA             | EssilorLuxottica SA                                                         | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $92611.64     | 0.07%             | 2028-06-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC          | NatWest Markets PLC                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $286249.13    | 0.20%             | 2027-03-02      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                                 | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $99151.75     | 0.07%             | 2028-05-24      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC           | Vodafone Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    128000 | PA      | $130012.51    | 0.09%             | 2026-08-25      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP                     | International Business Machines Corp                                        | CUSIP: 459200KE0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269683.92    | 0.19%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE       | Wellcome Trust Ltd/The                                                      | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $52128.89     | 0.04%             | 2071-07-14      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH      | Volkswagen Leasing GmbH                                                     | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |    235000 | PA      | $249114.23    | 0.18%             | 2024-01-15      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                 | DNB Bank ASA                                                                | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $113242.05    | 0.08%             | 2026-06-10      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Cadent Finance PLC           | Cadent Finance PLC                                                          | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $100602.65    | 0.07%             | 2028-09-22      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269350.94    | 0.19%             | 2028-08-24      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                   | FedEx Corp                                                                  | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98347.04     | 0.07%             | 2027-01-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG       | Credit Suisse Group AG                                                      | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $277581.20    | 0.20%             | 2028-06-09      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB     | Svenska Handelsbanken AB                                                    | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $186947.90    | 0.13%             | 2026-11-03      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG             | Deutsche Bank AG                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $376195.21    | 0.27%             | 2027-01-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I      | Thermo Fisher Scientific Finance I BV                                       | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $172963.15    | 0.12%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP             | NTT Finance Corp                                                            | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $168061.83    | 0.12%             | 2030-03-03      | Fixed         | 0.34%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT     | Siemens Financieringsmaatschappij NV                                        | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $266776.10    | 0.19%             | 2029-02-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $175140.34    | 0.13%             | 2029-06-24      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                      | BPCE SA                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $275521.35    | 0.20%             | 2028-10-05      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229568.58    | 0.16%             | 2033-03-18      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV             | ABN AMRO Bank NV                                                            | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    318000 | PA      | $324908.53    | 0.23%             | 2025-04-16      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| RYANAIR DAC                  | Ryanair DAC                                                                 | CUSIP: 000000000<br>LEI: 635400WKFIPCHCKVW376 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $95395.03     | 0.07%             | 2026-05-25      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: —       |
| NESTLE FINANCE INTL LTD      | Nestle Finance International Ltd                                            | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $101117.41    | 0.07%             | 2026-04-01      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $190549.74    | 0.14%             | 2029-04-26      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $100446.91    | 0.07%             | 2025-02-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                      | BPCE SA                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $161634.94    | 0.12%             | 2031-03-03      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA          | Intesa Sanpaolo SpA                                                         | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $209847.19    | 0.15%             | 2024-01-18      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AROUNDTOWN SA                | Aroundtown SA                                                               | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $70326.32     | 0.05%             | 2027-04-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $164811.08    | 0.12%             | 2032-01-19      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: —       |
| BAYER AG                     | Bayer AG                                                                    | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $87942.43     | 0.06%             | 2030-01-06      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                            | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397511.17    | 0.28%             | 2026-04-27      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197917.58    | 0.14%             | 2026-01-05      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199546.21    | 0.14%             | 2025-09-03      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99151.75     | 0.07%             | 2029-05-30      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP     | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197110.74    | 0.14%             | 2026-06-15      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC           | Vodafone Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $51060.42     | 0.04%             | 2025-09-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| SWEDBANK AB                  | Swedbank AB                                                                 | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $198760.71    | 0.14%             | 2027-05-25      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN       | Berkshire Hathaway Finance Corp                                             | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75940.31     | 0.05%             | 2059-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                     | International Business Machines Corp                                        | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93298.31     | 0.07%             | 2029-05-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV         | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $98130.18     | 0.07%             | 2026-09-16      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC     | Lloyds Banking Group PLC                                                    | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99701.17     | 0.07%             | 2025-11-12      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98357.29     | 0.07%             | 2027-05-04      | Fixed         | 1.78%                 | Yes           |                  2 | On Loan: No      |
| SANOFI                       | Sanofi                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $189961.02    | 0.14%             | 2030-04-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160759.37    | 0.11%             | 2031-10-26      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                      | BPCE SA                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $311699.19    | 0.22%             | 2024-01-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK AG               | Commerzbank AG                                                              | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $195871.03    | 0.14%             | 2026-03-04      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205424.62    | 0.15%             | 2024-04-25      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG       | Credit Suisse Group AG                                                      | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $334867.04    | 0.24%             | 2027-06-24      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $92356.79     | 0.07%             | 2027-01-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $266196.58    | 0.19%             | 2029-05-28      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc               | Merck & Co Inc                                                              | CUSIP: 58933YAL9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101681.77    | 0.07%             | 2026-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                     | AT&T Inc                                                                    | CUSIP: 00206RBZ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107555.91    | 0.08%             | 2025-12-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                  | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194922.32    | 0.14%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC        | BG Energy Capital PLC                                                       | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115990.40    | 0.08%             | 2036-11-04      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                      | BPCE SA                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $161449.24    | 0.12%             | 2032-01-14      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $183922.95    | 0.13%             | 2028-05-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bayer Capital Corp BV        | Bayer Capital Corp BV                                                       | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $284368.42    | 0.20%             | 2029-12-15      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $101790.20    | 0.07%             | 2025-01-14      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                            | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308889.89    | 0.22%             | 2025-05-04      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $94049.02     | 0.07%             | 2028-09-27      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Cie de Saint-Gobain          | Cie de Saint-Gobain                                                         | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $91221.66     | 0.07%             | 2031-03-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411977.95    | 0.29%             | 2029-03-31      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE      | Mercedes-Benz International Finance BV                                      | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $210696.40    | 0.15%             | 2025-04-07      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $91006.23     | 0.06%             | 2027-11-08      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $91927.96     | 0.07%             | 2032-04-07      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| CADENT FINANCE PLC           | Cadent Finance PLC                                                          | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $81224.65     | 0.06%             | 2038-09-22      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| DH EUROPE FINANCE II         | DH Europe Finance II Sarl                                                   | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $249801.06    | 0.18%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vinci SA                     | Vinci SA                                                                    | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $94759.80     | 0.07%             | 2030-09-26      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168592.55    | 0.12%             | 2030-01-21      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA           | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $304399.84    | 0.22%             | 2025-01-17      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA     | Cooperatieve Rabobank UA                                                    | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $310942.94    | 0.22%             | 2024-02-27      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| SAP SE                       | SAP SE                                                                      | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151061.38    | 0.11%             | 2027-02-22      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG     | Banco Bilbao Vizcaya Argentaria SA                                          | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $186284.14    | 0.13%             | 2027-01-14      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG       | Credit Suisse Group AG                                                      | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $286899.73    | 0.20%             | 2025-07-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                  | Walmart Inc                                                                 | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    121000 | PA      | $140384.53    | 0.10%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV         | E.ON International Finance BV                                               | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    190000 | PA      | $241644.77    | 0.17%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S              | Danske Bank A/S                                                             | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $100007.04    | 0.07%             | 2025-08-27      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE AG LONDON      | Credit Suisse AG/London                                                     | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $181132.31    | 0.13%             | 2026-01-05      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY     | Heimstaden Bostad Treasury BV                                               | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $188578.08    | 0.13%             | 2024-10-13      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC       | BP Capital Markets PLC                                                      | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $97028.14     | 0.07%             | 2032-04-07      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY      | Nationwide Building Society                                                 | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98217.27     | 0.07%             | 2025-07-22      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                     | AT&T Inc                                                                    | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $134736.40    | 0.10%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA       | Skandinaviska Enskilda Banken AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $170485.04    | 0.12%             | 2029-11-12      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $58243.48     | 0.04%             | 2026-01-29      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/     | Anheuser-Busch InBev SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    380000 | PA      | $375578.64    | 0.27%             | 2028-03-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA     | Cooperatieve Rabobank UA                                                    | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $168950.72    | 0.12%             | 2031-05-07      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: —       |
| BRITISH TELECOMMUNICATIO     | British Telecommunications PLC                                              | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101263.10    | 0.07%             | 2024-11-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                  | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242971.73    | 0.17%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG     | Banco Bilbao Vizcaya Argentaria SA                                          | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $202146.03    | 0.14%             | 2025-11-26      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BMW Finance NV               | BMW Finance NV                                                              | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $189120.89    | 0.13%             | 2029-02-06      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP                     | International Business Machines Corp                                        | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175122.84    | 0.12%             | 2030-02-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S      | Carlsberg Breweries AS                                                      | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $210589.68    | 0.15%             | 2024-05-28      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HeidelbergCement AG          | HeidelbergCement AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $204630.34    | 0.15%             | 2025-02-07      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $289970.20    | 0.21%             | 2030-11-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION      | Exxon Mobil Corp                                                            | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80036.24     | 0.06%             | 2032-06-26      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                  | PepsiCo Inc                                                                 | CUSIP: 713448EW4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102895.66    | 0.07%             | 2024-05-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                    | Apple Inc                                                                   | CUSIP: 037833BL3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105808.19    | 0.08%             | 2024-01-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                 | Amprion GmbH                                                                | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $210329.69    | 0.15%             | 2032-09-22      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV SA/     | Anheuser-Busch InBev SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    400000 | PA      | $369204.56    | 0.26%             | 2036-03-17      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV             | ABN AMRO Bank NV                                                            | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $313722.69    | 0.22%             | 2033-06-02      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                | UniCredit SpA                                                               | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $483068.09    | 0.34%             | 2027-07-22      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $93649.55     | 0.07%             | 2028-01-11      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                | UniCredit SpA                                                               | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $100745.58    | 0.07%             | 2026-10-24      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS     | Medtronic Global Holdings SCA                                               | CUSIP: 58507LAK5<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $82718.24     | 0.06%             | 2039-03-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $460299.38    | 0.33%             | 2030-04-08      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE      | Mercedes-Benz International Finance BV                                      | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203151.37    | 0.14%             | 2025-02-28      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC     | Lloyds Banking Group PLC                                                    | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $97716.94     | 0.07%             | 2030-08-24      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| L'OREAL SA                   | L'Oreal SA                                                                  | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $103686.49    | 0.07%             | 2024-03-29      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP        | Bank of Ireland Group PLC                                                   | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $99056.12     | 0.07%             | 2026-06-05      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $211934.41    | 0.15%             | 2024-03-18      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS     | Medtronic Global Holdings SCA                                               | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200532.77    | 0.14%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA           | Credit Agricole SA                                                          | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $390791.77    | 0.28%             | 2029-08-29      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ASTM SPA                     | ASTM SpA                                                                    | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $82327.20     | 0.06%             | 2030-01-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC           | Vodafone Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176671.00    | 0.13%             | 2031-07-29      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP              | Nordea Bank Abp                                                             | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $175578.34    | 0.13%             | 2028-11-02      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS     | Medtronic Global Holdings SCA                                               | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $138466.66    | 0.10%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA             | EssilorLuxottica SA                                                         | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $299299.03    | 0.21%             | 2025-05-27      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112740.40    | 0.08%             | 2025-07-25      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                | Stellantis NV                                                               | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $213123.75    | 0.15%             | 2024-03-29      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $101569.71    | 0.07%             | 2026-05-23      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $394792.68    | 0.28%             | 2025-03-07      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: —       |
| CAIXABANK SA                 | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $185349.23    | 0.13%             | 2028-01-21      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: —       |
| BANCO BILBAO VIZCAYA ARG     | Banco Bilbao Vizcaya Argentaria SA                                          | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $194805.91    | 0.14%             | 2026-06-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                      | BPCE SA                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $298912.05    | 0.21%             | 2025-04-28      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                                 | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $94831.20     | 0.07%             | 2028-08-30      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| SEVEN & I HOLDINGS           | Seven & i Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | DBT              | CORP              | JP        | 100000000 | PA      | $754323.14    | 0.54%             | 2025-12-19      | Fixed         | 0.19%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $91400.96     | 0.07%             | 2028-08-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82555.81     | 0.06%             | 2031-03-22      | Fixed         | 0.69%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                                 | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $200835.02    | 0.14%             | 2026-05-18      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                                 | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $62528.58     | 0.04%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA     | Grand City Properties SA                                                    | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $71393.87     | 0.05%             | 2028-01-11      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL        | TotalEnergies Capital Canada Ltd                                            | CUSIP: 000000000<br>LEI: 5299005IX98ZZ9LSGK46 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $292117.94    | 0.21%             | 2029-09-18      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE      | Wintershall Dea Finance BV                                                  | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $96028.72     | 0.07%             | 2025-09-25      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA        | Traton Finance Luxembourg SA                                                | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $97256.10     | 0.07%             | 2025-03-24      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC       | BP Capital Markets PLC                                                      | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $104759.08    | 0.07%             | 2024-04-07      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS     | Medtronic Global Holdings SCA                                               | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $290606.71    | 0.21%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG     | Banco Bilbao Vizcaya Argentaria SA                                          | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $101259.57    | 0.07%             | 2024-10-02      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY      | Nationwide Building Society                                                 | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99719.74     | 0.07%             | 2026-03-08      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL      | Honeywell International Inc                                                 | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210700.67    | 0.15%             | 2034-11-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL      | Richemont International Holding SA                                          | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199093.69    | 0.14%             | 2026-03-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Snam SpA                     | Snam SpA                                                                    | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $193008.66    | 0.14%             | 2026-10-25      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81839.90     | 0.06%             | 2032-05-24      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    296000 | PA      | $308974.89    | 0.22%             | 2024-05-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS     | Medtronic Global Holdings SCA                                               | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $65743.64     | 0.05%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                  | CUSIP: 92343VDK7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185227.13    | 0.13%             | 2028-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV         | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203059.16    | 0.14%             | 2024-06-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BOUYGUES SA                  | Bouygues SA                                                                 | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192257.93    | 0.14%             | 2029-06-29      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Centrica PLC                 | Centrica PLC                                                                | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $128840.26    | 0.09%             | 2033-09-19      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT     | Siemens Financieringsmaatschappij NV                                        | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $175662.44    | 0.13%             | 2029-09-05      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   8734973 | NS      | $8734972.90   | 6.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                     | AT&T Inc                                                                    | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56568.92     | 0.04%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HEIDELBERGCEMENT FIN LUX     | HeidelbergCement Finance Luxembourg SA                                      | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200315.91    | 0.14%             | 2026-04-07      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV         | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $291593.89    | 0.21%             | 2040-09-14      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SAU     | Telefonica Emisiones SA                                                     | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $205804.13    | 0.15%             | 2025-01-17      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON       | Credit Agricole SA/London                                                   | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203915.95    | 0.15%             | 2025-03-13      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                 | Comcast Corp                                                                | CUSIP: 20030NDC2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81133.59     | 0.06%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL      | GlaxoSmithKline Capital PLC                                                 | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199544.82    | 0.14%             | 2028-10-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC         | BAT International Finance PLC                                               | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $86614.27     | 0.06%             | 2030-01-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG     | Banco Bilbao Vizcaya Argentaria SA                                          | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $101509.30    | 0.07%             | 2025-05-14      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB     | Svenska Handelsbanken AB                                                    | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $83241.62     | 0.06%             | 2030-02-18      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV       | Volkswagen International Finance NV                                         | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $480272.96    | 0.34%             | 2027-03-30      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL        | TotalEnergies Capital International SA                                      | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $93161.28     | 0.07%             | 2032-04-08      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                     | AT&T Inc                                                                    | CUSIP: 00206RHG0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99333.18     | 0.07%             | 2026-09-05      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101716.35    | 0.07%             | 2026-05-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP           | CK Hutchison Group Telecom Finance SA                                       | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $88559.51     | 0.06%             | 2028-10-17      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                 | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $348546.62    | 0.25%             | 2028-11-05      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: —       |
| MEDTRONIC GLOBAL HLDINGS     | Medtronic Global Holdings SCA                                               | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $170833.35    | 0.12%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA       | Skandinaviska Enskilda Banken AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $175886.99    | 0.13%             | 2028-06-21      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG             | Deutsche Bank AG                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $279937.20    | 0.20%             | 2028-02-23      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SAU     | Telefonica Emisiones SA                                                     | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199123.15    | 0.14%             | 2026-04-13      | Fixed         | 1.46%                 | Yes           |                  2 | On Loan: —       |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96465.91     | 0.07%             | 2026-06-08      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP       | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207726.89    | 0.15%             | 2025-06-14      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION      | Exxon Mobil Corp                                                            | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203782.76    | 0.15%             | 2024-06-26      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378252.02    | 0.27%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $309648.15    | 0.22%             | 2024-02-05      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                | Stellantis NV                                                               | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102157.12    | 0.07%             | 2026-05-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV      | Fidelity National Information Services Inc                                  | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191550.37    | 0.14%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV               | BMW Finance NV                                                              | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102644.10    | 0.07%             | 2024-11-14      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP             | NTT Finance Corp                                                            | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        | 100000000 | PA      | $730160.83    | 0.52%             | 2030-09-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85558.19     | 0.06%             | 2029-05-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $92227.44     | 0.07%             | 2029-03-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171095.04    | 0.12%             | 2029-10-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL        | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $252844.65    | 0.18%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI     | Cie Generale des Etablissements Michelin SCA                                | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95818.73     | 0.07%             | 2030-09-03      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                | Stellantis NV                                                               | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $149747.49    | 0.11%             | 2033-06-20      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC            | NatWest Group PLC                                                           | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $167451.45    | 0.12%             | 2030-02-26      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                      | Eni SpA                                                                     | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $83468.09     | 0.06%             | 2030-01-23      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                    | Orange SA                                                                   | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $195444.13    | 0.14%             | 2029-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA     | Cooperatieve Rabobank UA                                                    | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $295960.67    | 0.21%             | 2027-02-03      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| EASYJET FINCO BV             | easyJet FinCo BV                                                            | CUSIP: 000000000<br>LEI: 2138005GUMKABRAKJU30 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $85716.15     | 0.06%             | 2028-03-03      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                  | Walmart Inc                                                                 | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     68000 | PA      | $86330.26     | 0.06%             | 2035-09-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                 | Barclays PLC                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $314121.42    | 0.22%             | 2032-05-12      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: —       |
| COMCAST CORP                 | Comcast Corp                                                                | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105987.26    | 0.08%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314345.11    | 0.22%             | 2024-03-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON       | Credit Agricole SA/London                                                   | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $296802.09    | 0.21%             | 2026-04-14      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV             | ABN AMRO Bank NV                                                            | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $101173.12    | 0.07%             | 2025-05-28      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION      | Exxon Mobil Corp                                                            | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139450.67    | 0.10%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV         | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $60621.97     | 0.04%             | 2024-08-14      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC         | Booking Holdings Inc                                                        | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108191.35    | 0.08%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                     | AT&T Inc                                                                    | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110861.47    | 0.08%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD      | Nestle Finance International Ltd                                            | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $192094.67    | 0.14%             | 2026-06-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                | UniCredit SpA                                                               | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $154450.22    | 0.11%             | 2031-01-19      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $281255.04    | 0.20%             | 2028-07-16      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SAU     | Telefonica Emisiones SA                                                     | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $386829.29    | 0.28%             | 2028-01-12      | Fixed         | 1.72%                 | Yes           |                  2 | On Loan: —       |
| SIEMENS FINANCIERINGSMAT     | Siemens Financieringsmaatschappij NV                                        | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $77088.29     | 0.06%             | 2034-09-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217283.18    | 0.16%             | 2026-04-28      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $223774.61    | 0.16%             | 2026-02-18      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204140.04    | 0.15%             | 2024-06-19      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                  | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179063.13    | 0.13%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG       | Credit Suisse Group AG                                                      | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $238751.65    | 0.17%             | 2028-01-14      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG       | Mercedes-Benz Group AG                                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $79853.53     | 0.06%             | 2033-03-11      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC            | HSBC Holdings PLC                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |         0 | PA      | $0.00         | 0.00%             | 2024-12-04      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $100744.60    | 0.07%             | 2027-12-14      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Danone SA                    | Danone SA                                                                   | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $188618.00    | 0.13%             | 2028-11-03      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE      | Mercedes-Benz International Finance BV                                      | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201912.94    | 0.14%             | 2026-03-09      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                    | Orange SA                                                                   | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $207203.81    | 0.15%             | 2024-07-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107523.66    | 0.08%             | 2029-10-29      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA       | Skandinaviska Enskilda Banken AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $185256.16    | 0.13%             | 2027-02-11      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                  | CUSIP: 92343VBW3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263144.78    | 0.19%             | 2026-02-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU     | Telefonica Emisiones SA                                                     | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $96471.67     | 0.07%             | 2031-05-25      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                 | Barclays PLC                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215590.13    | 0.15%             | 2027-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SWEDBANK AB                  | Swedbank AB                                                                 | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $186538.14    | 0.13%             | 2027-05-20      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                     | AT&T Inc                                                                    | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316074.70    | 0.23%             | 2024-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT     | Siemens Financieringsmaatschappij NV                                        | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $104646.38    | 0.07%             | 2028-03-10      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT     | LVMH Moet Hennessy Louis Vuitton SE                                         | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $207393.79    | 0.15%             | 2024-02-11      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $315327.84    | 0.23%             | 2033-04-29      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $287957.76    | 0.21%             | 2027-05-26      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                | Stellantis NV                                                               | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $184185.92    | 0.13%             | 2027-03-30      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| BAYER AG                     | Bayer AG                                                                    | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $188650.87    | 0.13%             | 2027-01-06      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200243.76    | 0.14%             | 2026-01-19      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                  | CUSIP: 92343VEV2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377887.44    | 0.27%             | 2027-04-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC            | National Grid Electricity Distribution West Midlands PLC                    | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $121359.02    | 0.09%             | 2032-04-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC           | Vodafone Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $179993.77    | 0.13%             | 2030-11-24      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC            | NatWest Group PLC                                                           | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $110383.68    | 0.08%             | 2026-09-19      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV         | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $90223.99     | 0.06%             | 2027-06-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                    | Orange SA                                                                   | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $103914.96    | 0.07%             | 2032-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG       | Volkswagen Financial Services AG                                            | CUSIP: 000000000<br>LEI: 529900USFSZYPS075O24 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $89122.81     | 0.06%             | 2027-02-12      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS     | Abertis Infraestructuras SA                                                 | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $92603.75     | 0.07%             | 2031-03-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP              | Nordea Bank Abp                                                             | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    300000 | PA      | $281721.86    | 0.20%             | 2027-05-14      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC            | HSBC Holdings PLC                                                           | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209232.02    | 0.15%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                       | Sanofi                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $174597.60    | 0.12%             | 2038-03-21      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC     | Lloyds Banking Group PLC                                                    | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $228233.52    | 0.16%             | 2024-10-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD      | Nestle Finance International Ltd                                            | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $80729.96     | 0.06%             | 2032-05-12      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| BAYER AG                     | Bayer AG                                                                    | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $204011.15    | 0.15%             | 2024-07-06      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC CONTINENTAL EUROPE      | HSBC Continental Europe SA                                                  | CUSIP: 000000000<br>LEI: F0HUI1NY1AZMJMD8LP67 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $307733.50    | 0.22%             | 2024-05-17      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG          | Deutsche Telekom AG                                                         | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $94657.62     | 0.07%             | 2027-07-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS     | Medtronic Global Holdings SCA                                               | CUSIP: 58507LAM1<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $197352.79    | 0.14%             | 2025-07-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                 | Comcast Corp                                                                | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186360.12    | 0.13%             | 2026-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC     | Thermo Fisher Scientific Inc                                                | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67972.70     | 0.05%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA          | Intesa Sanpaolo SpA                                                         | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $372232.73    | 0.27%             | 2028-03-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                    | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284049.53    | 0.20%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON FIN 16 II       | CK Hutchison Finance 16 II Ltd                                              | CUSIP: 000000000<br>LEI: 254900X1B76DSAVBLZ88 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201711.44    | 0.14%             | 2024-10-03      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA          | Intesa Sanpaolo SpA                                                         | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $205169.76    | 0.15%             | 2024-07-04      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                | Citigroup Inc                                                               | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92034.69     | 0.07%             | 2028-10-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG       | Credit Suisse Group AG                                                      | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $287078.38    | 0.20%             | 2026-04-02      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD      | Nestle Finance International Ltd                                            | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $188661.97    | 0.13%             | 2030-04-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP                     | International Business Machines Corp                                        | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201307.17    | 0.14%             | 2025-05-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc             | Altria Group Inc                                                            | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176773.66    | 0.13%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT     | LVMH Moet Hennessy Louis Vuitton SE                                         | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203397.70    | 0.15%             | 2025-04-07      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SAU     | Telefonica Emisiones SA                                                     | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195750.64    | 0.14%             | 2027-01-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Sanofi                       | Sanofi                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $186220.53    | 0.13%             | 2030-03-21      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: —       |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $93143.99     | 0.07%             | 2027-04-13      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP             | NTT Finance Corp                                                            | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197958.14    | 0.14%             | 2025-03-03      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161903.46    | 0.12%             | 2031-02-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson            | Johnson & Johnson                                                           | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178021.49    | 0.13%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177571.11    | 0.13%             | 2030-05-09      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                    | CUSIP: 00206RJP8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170526.41    | 0.12%             | 2030-03-04      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV         | E.ON International Finance BV                                               | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $92221.03     | 0.07%             | 2029-07-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $106477.56    | 0.08%             | 2032-11-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC     | Lloyds Banking Group PLC                                                    | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191588.37    | 0.14%             | 2027-09-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Sanofi                       | Sanofi                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95881.27     | 0.07%             | 2027-01-13      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA      | Autostrade per l'Italia SpA                                                 | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $84362.91     | 0.06%             | 2030-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG     | Banco Bilbao Vizcaya Argentaria SA                                          | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $311015.94    | 0.22%             | 2027-09-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199235.66    | 0.14%             | 2027-01-23      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL      | GlaxoSmithKline Capital PLC                                                 | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $51626.60     | 0.04%             | 2024-12-02      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP              | Nordea Bank Abp                                                             | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $97938.07     | 0.07%             | 2029-05-23      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE        | Schneider Electric SE                                                       | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $101411.33    | 0.07%             | 2024-09-09      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA           | Credit Agricole SA                                                          | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $162847.34    | 0.12%             | 2032-07-12      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: —       |
| MEDTRONIC GLOBAL HLDINGS     | Medtronic Global Holdings SCA                                               | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $218692.24    | 0.16%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212192.26    | 0.15%             | 2025-03-27      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                 | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $189804.78    | 0.14%             | 2026-11-03      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206805.21    | 0.15%             | 2025-05-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $343686.79    | 0.25%             | 2029-02-18      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL        | TotalEnergies Capital International SA                                      | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $92152.73     | 0.07%             | 2028-07-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN     | Deutsche Telekom International Finance BV                                   | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $241320.59    | 0.17%             | 2028-04-03      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP     | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $84611.54     | 0.06%             | 2029-10-23      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT     | LVMH Moet Hennessy Louis Vuitton SE                                         | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $183676.21    | 0.13%             | 2028-02-11      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: —       |
| CREDIT SUISSE GROUP AG       | Credit Suisse Group AG                                                      | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $117583.15    | 0.08%             | 2033-01-18      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| RWE AG                       | RWE AG                                                                      | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $97183.56     | 0.07%             | 2030-05-24      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Bank PLC              | Lloyds Bank PLC                                                             | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $123705.13    | 0.09%             | 2040-09-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV     | LeasePlan Corp NV                                                           | CUSIP: 000000000<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $185495.65    | 0.13%             | 2026-02-23      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100161.15    | 0.07%             | 2028-05-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co/The             | Coca-Cola Co/The                                                            | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171865.59    | 0.12%             | 2035-03-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc       | Berkshire Hathaway Inc                                                      | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163735.27    | 0.12%             | 2035-03-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC            | NatWest Group PLC                                                           | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209883.51    | 0.15%             | 2029-03-29      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                                     | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205289.67    | 0.15%             | 2024-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                 | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $194393.52    | 0.14%             | 2026-03-27      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S              | Danske Bank A/S                                                             | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $198283.44    | 0.14%             | 2025-05-26      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV         | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $90223.99     | 0.06%             | 2027-06-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS     | Medtronic Global Holdings SCA                                               | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $96979.90     | 0.07%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                    | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97573.75     | 0.07%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                  | Swedbank AB                                                                 | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $93534.18     | 0.07%             | 2026-11-02      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| SANOFI                       | Sanofi                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $306208.83    | 0.22%             | 2025-04-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                | UniCredit SpA                                                               | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $98730.22     | 0.07%             | 2025-04-09      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV             | ABN AMRO Bank NV                                                            | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $104616.07    | 0.07%             | 2024-01-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV         | E.ON International Finance BV                                               | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123086.31    | 0.09%             | 2039-07-06      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA      | Autoroutes du Sud de la France SA                                           | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $185909.74    | 0.13%             | 2030-01-22      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: —       |
| AUTOSTRADE PER L'ITALIA      | Autostrade per l'Italia SpA                                                 | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $175345.18    | 0.13%             | 2028-12-04      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| SAP SE                       | SAP SE                                                                      | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $93039.19     | 0.07%             | 2031-03-10      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU       | Iberdrola Finanzas SA                                                       | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $101452.74    | 0.07%             | 2025-03-07      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                 | DNB Bank ASA                                                                | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $113646.42    | 0.08%             | 2027-08-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA     | Cooperatieve Rabobank UA                                                    | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $92213.35     | 0.07%             | 2027-12-01      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417056.36    | 0.30%             | 2024-01-25      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $96236.61     | 0.07%             | 2028-12-07      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    380000 | PA      | $332222.40    | 0.24%             | 2028-01-26      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC         | Booking Holdings Inc                                                        | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215379.49    | 0.15%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON       | Credit Agricole SA/London                                                   | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $193387.75    | 0.14%             | 2027-05-03      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BG Energy Capital PLC        | BG Energy Capital PLC                                                       | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120867.68    | 0.09%             | 2025-12-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                                          | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102496.94    | 0.07%             | 2024-05-03      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS     | Abertis Infraestructuras SA                                                 | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $193181.98    | 0.14%             | 2027-09-27      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: —       |
| Citigroup Inc                | Citigroup Inc                                                               | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105575.16    | 0.08%             | 2024-05-22      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                      | Eni SpA                                                                     | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $162420.86    | 0.12%             | 2025-09-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG          | Deutsche Telekom AG                                                         | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $92536.30     | 0.07%             | 2031-03-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $85617.53     | 0.06%             | 2029-06-12      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC          | NatWest Markets PLC                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $95534.84     | 0.07%             | 2025-11-12      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                               | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208305.76    | 0.15%             | 2028-09-22      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368452.10    | 0.26%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203079.66    | 0.14%             | 2026-01-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S              | Danske Bank A/S                                                             | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $205346.17    | 0.15%             | 2028-01-14      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV             | ABN AMRO Bank NV                                                            | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $338122.58    | 0.24%             | 2029-09-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTL GROUP          | American International Group Inc                                            | CUSIP: 000000000<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96189.07     | 0.07%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $285720.84    | 0.20%             | 2026-02-24      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                     | Engie SA                                                                    | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $102467.05    | 0.07%             | 2026-05-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                | Stellantis NV                                                               | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $212168.35    | 0.15%             | 2026-01-05      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV         | E.ON International Finance BV                                               | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $120300.87    | 0.09%             | 2037-10-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $171396.01    | 0.12%             | 2032-11-11      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU     | Telefonica Emisiones SA                                                     | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $85779.33     | 0.06%             | 2030-02-03      | Fixed         | 0.66%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA           | Credit Agricole SA                                                          | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $176818.91    | 0.13%             | 2027-12-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON       | Credit Agricole SA/London                                                   | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $268307.68    | 0.19%             | 2029-07-03      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: —       |
| CREDIT MUTUEL ARKEA          | Credit Mutuel Arkea SA                                                      | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $103783.19    | 0.07%             | 2027-09-19      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AIRBUS SE                    | Airbus SE                                                                   | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $95780.31     | 0.07%             | 2032-04-07      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                 | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $293938.45    | 0.21%             | 2026-07-10      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV         | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203517.65    | 0.15%             | 2025-07-21      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: —       |
| UNILEVER FINANCE             | Unilever Finance Netherlands BV                                             | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102258.94    | 0.07%             | 2025-03-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                               | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278744.23    | 0.20%             | 2027-10-08      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203255.96    | 0.15%             | 2027-06-15      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP              | Nordea Bank Abp                                                             | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $96211.48     | 0.07%             | 2027-09-27      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $84059.56     | 0.06%             | 2030-01-19      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| AROUNDTOWN SA                | Aroundtown SA                                                               | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $75778.13     | 0.05%             | 2026-07-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                 | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $410211.44    | 0.29%             | 2025-04-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291554.43    | 0.21%             | 2027-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance BV           | Naturgy Finance BV                                                          | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $96300.70     | 0.07%             | 2027-01-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                 | Barclays PLC                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $182424.96    | 0.13%             | 2028-01-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV      | Fidelity National Information Services Inc                                  | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182425.09    | 0.13%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB         | Utah Acquisition Sub Inc                                                    | CUSIP: 000000000<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102983.81    | 0.07%             | 2024-11-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC        | OP Corporate Bank plc                                                       | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $197152.34    | 0.14%             | 2025-08-12      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: —       |
| Sanofi                       | Sanofi                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203565.89    | 0.15%             | 2026-09-10      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: —       |
| NOVARTIS FINANCE SA          | Novartis Finance SA                                                         | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $176456.05    | 0.13%             | 2028-09-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103206.02    | 0.07%             | 2025-01-27      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                | UniCredit SpA                                                               | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $189784.27    | 0.14%             | 2026-01-19      | Fixed         | 0.33%                 | Yes           |                  2 | On Loan: —       |
| BANCO BILBAO VIZCAYA ARG     | Banco Bilbao Vizcaya Argentaria SA                                          | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $208075.66    | 0.15%             | 2024-02-28      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/     | Anheuser-Busch InBev SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $194685.52    | 0.14%             | 2027-01-22      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208739.92    | 0.15%             | 2024-09-30      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: —       |
| AUST & NZ BANKING GROUP      | Australia & New Zealand Banking Group Ltd                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $66821.73     | 0.05%             | 2025-05-12      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                 | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199071.07    | 0.14%             | 2025-02-03      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA        | Traton Finance Luxembourg SA                                                | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $170825.24    | 0.12%             | 2029-03-24      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                            | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221883.65    | 0.16%             | 2025-07-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                 | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206664.98    | 0.15%             | 2024-05-17      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE      | Mercedes-Benz International Finance BV                                      | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102075.80    | 0.07%             | 2026-08-22      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA       | Skandinaviska Enskilda Banken AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $299204.69    | 0.21%             | 2026-11-11      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT     | LVMH Moet Hennessy Louis Vuitton SE                                         | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $363815.45    | 0.26%             | 2024-05-26      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA           | Credit Agricole SA                                                          | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $198931.90    | 0.14%             | 2026-04-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102614.97    | 0.07%             | 2025-09-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $177677.84    | 0.13%             | 2031-02-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                            | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81791.87     | 0.06%             | 2030-03-25      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV       | Volkswagen International Finance NV                                         | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $173250.88    | 0.12%             | 2028-09-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| ASTM SPA                     | ASTM SpA                                                                    | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $153274.95    | 0.11%             | 2033-11-25      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH      | Volkswagen Leasing GmbH                                                     | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $100984.00    | 0.07%             | 2025-01-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $299773.32    | 0.21%             | 2032-12-03      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                 | Barclays PLC                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117527.70    | 0.08%             | 2024-01-17      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                 | Barclays PLC                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101041.21    | 0.07%             | 2027-01-31      | Fixed         | 2.89%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $297644.95    | 0.21%             | 2027-01-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/     | Anheuser-Busch InBev SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $181863.16    | 0.13%             | 2031-03-28      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: —       |
| SCHLUMBERGER FINANCE BV      | Schlumberger Finance BV                                                     | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $98457.18     | 0.07%             | 2026-10-28      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB     | Svenska Handelsbanken AB                                                    | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $249724.86    | 0.18%             | 2030-02-18      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE      | Santander Consumer Finance SA                                               | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $103758.00    | 0.07%             | 2024-02-27      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc             | Altria Group Inc                                                            | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95862.49     | 0.07%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                    | Apple Inc                                                                   | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84741.11     | 0.06%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $80455.67     | 0.06%             | 2031-02-21      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $287702.08    | 0.21%             | 2028-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| EASYJET FINCO BV             | easyJet FinCo BV                                                            | CUSIP: 000000000<br>LEI: 2138005GUMKABRAKJU30 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $85716.15     | 0.06%             | 2028-03-03      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                    | Orange SA                                                                   | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $91449.62     | 0.07%             | 2030-01-16      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG             | Deutsche Bank AG                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $111691.29    | 0.08%             | 2024-12-16      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                               | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199749.84    | 0.14%             | 2026-07-24      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $131805.32    | 0.09%             | 2039-11-08      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP      | Australia & New Zealand Banking Group Ltd                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $96331.01     | 0.07%             | 2026-09-29      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                | Citigroup Inc                                                               | CUSIP: 172967JF9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154850.97    | 0.11%             | 2025-01-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE AG LONDON      | Credit Suisse AG/London                                                     | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $184836.52    | 0.13%             | 2026-04-10      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                   | Vonovia SE                                                                  | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $186855.33    | 0.13%             | 2025-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC            | HSBC Holdings PLC                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203972.46    | 0.15%             | 2028-08-16      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON       | Credit Agricole SA/London                                                   | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $421627.60    | 0.30%             | 2024-05-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG             | Deutsche Bank AG                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $199192.66    | 0.14%             | 2025-11-19      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| DH EUROPE FINANCE II         | DH Europe Finance II Sarl                                                   | CUSIP: 23291KAD7<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $145066.96    | 0.10%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| LOGICOR 2019 1 UK            | Logicor 2019-1 UK PLC                                                       | CUSIP: 000000000<br>LEI: 635400V9BO1NJKELQ692 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $104601.48    | 0.07%             | 2026-11-17      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE          | Air Liquide Finance SA                                                      | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95567.93     | 0.07%             | 2028-06-13      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL      | GlaxoSmithKline Capital PLC                                                 | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99506.93     | 0.07%             | 2026-05-21      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94082.71     | 0.07%             | 2029-06-12      | Fixed         | 1.81%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG       | Mercedes-Benz Group AG                                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    225000 | PA      | $212761.48    | 0.15%             | 2029-07-03      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC     | Celanese US Holdings LLC                                                    | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203285.42    | 0.15%             | 2026-07-19      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| THFC FUNDING NO 3 PLC        | THFC Funding No 3 PLC                                                       | CUSIP: 000000000<br>LEI: 2138003VKRGBYNDTVV92 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $171512.47    | 0.12%             | 2043-10-11      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd         | Heathrow Funding Ltd                                                        | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $122882.05    | 0.09%             | 2026-12-03      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP                     | International Business Machines Corp                                        | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241014.80    | 0.17%             | 2032-02-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                            | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104508.49    | 0.07%             | 2024-06-04      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG             | Deutsche Bank AG                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $335078.78    | 0.24%             | 2030-11-19      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                     | AT&T Inc                                                                    | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192926.70    | 0.14%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217047.50    | 0.15%             | 2027-03-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co         | Kraft Heinz Foods Co                                                        | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195893.65    | 0.14%             | 2028-05-25      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $290565.09    | 0.21%             | 2027-02-16      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: —       |
| ESSILORLUXOTTICA             | EssilorLuxottica SA                                                         | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $169941.13    | 0.12%             | 2031-11-27      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAPITAL      | GlaxoSmithKline Capital PLC                                                 | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103253.19    | 0.07%             | 2024-12-02      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC           | Diageo Finance PLC                                                          | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98241.88     | 0.07%             | 2032-03-27      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                  | PepsiCo Inc                                                                 | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80281.71     | 0.06%             | 2033-10-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL      | Richemont International Holding SA                                          | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $84064.68     | 0.06%             | 2038-03-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH      | Volkswagen Leasing GmbH                                                     | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $206244.26    | 0.15%             | 2024-04-04      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co/The             | Coca-Cola Co/The                                                            | CUSIP: 191216BP4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97450.13     | 0.07%             | 2027-03-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201330.22    | 0.14%             | 2025-11-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: —       |
| AROUNDTOWN SA                | Aroundtown SA                                                               | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $75778.13     | 0.05%             | 2026-07-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA           | Credit Agricole SA                                                          | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $175093.81    | 0.12%             | 2028-04-20      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: —       |
| HSBC Holdings PLC            | HSBC Holdings PLC                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $306873.51    | 0.22%             | 2024-09-06      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL        | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202724.24    | 0.14%             | 2026-11-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $113643.84    | 0.08%             | 2024-07-31      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA         | Terna - Rete Elettrica Nazionale                                            | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $96369.86     | 0.07%             | 2027-07-26      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| OMV AG                       | OMV AG                                                                      | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $195221.28    | 0.14%             | 2026-12-14      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                      | BPCE SA                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $159255.21    | 0.11%             | 2031-01-14      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG       | Volkswagen Financial Services AG                                            | CUSIP: 000000000<br>LEI: 529900USFSZYPS075O24 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $176946.56    | 0.13%             | 2028-01-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT     | Siemens Financieringsmaatschappij NV                                        | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $278670.35    | 0.20%             | 2030-09-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                     | AT&T Inc                                                                    | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    203000 | PA      | $187000.51    | 0.13%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                 | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $160299.88    | 0.11%             | 2031-11-03      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                 | Barclays PLC                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199791.67    | 0.14%             | 2026-01-24      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                  | PepsiCo Inc                                                                 | CUSIP: 713448EX2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183872.15    | 0.13%             | 2028-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93222.11     | 0.07%             | 2033-04-27      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $91756.35     | 0.07%             | 2027-12-02      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE      | Santander Consumer Finance SA                                               | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $101920.20    | 0.07%             | 2024-06-27      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $264037.96    | 0.19%             | 2028-02-11      | Fixed         | 0.20%                 | Yes           |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT     | LVMH Moet Hennessy Louis Vuitton SE                                         | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $255656.42    | 0.18%             | 2031-02-11      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT     | Siemens Financieringsmaatschappij NV                                        | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $192519.01    | 0.14%             | 2026-02-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                 | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $89668.15     | 0.06%             | 2028-05-26      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP       | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210073.13    | 0.15%             | 2025-09-19      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA          | Intesa Sanpaolo SpA                                                         | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $177451.58    | 0.13%             | 2028-03-16      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL        | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $151409.41    | 0.11%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ INT FINCE      | Mercedes-Benz International Finance BV                                      | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $285492.24    | 0.20%             | 2027-05-06      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                | UniCredit SpA                                                               | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $306416.30    | 0.22%             | 2025-06-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE          | Dow Chemical Co/The                                                         | CUSIP: 260543CZ4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92633.20     | 0.07%             | 2027-03-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202743.26    | 0.14%             | 2024-08-19      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                 | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $172713.11    | 0.12%             | 2029-02-09      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                         | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90371.50     | 0.06%             | 2033-04-28      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                            | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55106.81     | 0.04%             | 2035-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC           | Vodafone Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199176.51    | 0.14%             | 2025-11-20      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| SAP SE                       | SAP SE                                                                      | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $290512.58    | 0.21%             | 2028-03-10      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                    | CUSIP: 00206RCJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86432.91     | 0.06%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304428.02    | 0.22%             | 2025-05-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA     | Cooperatieve Rabobank UA                                                    | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $185195.54    | 0.13%             | 2028-05-05      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC     | Thermo Fisher Scientific Inc                                                | CUSIP: 883556BP6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151137.26    | 0.11%             | 2024-09-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $96501.77     | 0.07%             | 2028-04-07      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                 | Barclays PLC                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $105641.48    | 0.08%             | 2025-04-02      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                 | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $173920.26    | 0.12%             | 2028-02-24      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                    | Apple Inc                                                                   | CUSIP: 037833CV0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202965.25    | 0.14%             | 2025-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II         | DH Europe Finance II Sarl                                                   | CUSIP: 23291KAA3<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $192536.08    | 0.14%             | 2026-03-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV         | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205401.90    | 0.15%             | 2024-09-16      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL      | GlaxoSmithKline Capital PLC                                                 | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $137680.92    | 0.10%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                            | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95881.91     | 0.07%             | 2026-10-26      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Roche Finance Europe BV      | Roche Finance Europe BV                                                     | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $103060.76    | 0.07%             | 2025-02-25      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE      | Mercedes-Benz International Finance BV                                      | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $100321.67    | 0.07%             | 2025-11-11      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286708.90    | 0.20%             | 2028-04-25      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| Heineken NV                  | Heineken NV                                                                 | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $98427.73     | 0.07%             | 2026-05-04      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG       | Mercedes-Benz Group AG                                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $288614.58    | 0.21%             | 2028-05-11      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $104109.12    | 0.07%             | 2024-04-07      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $288621.63    | 0.21%             | 2029-11-06      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I      | Thermo Fisher Scientific Finance I BV                                       | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $162120.33    | 0.12%             | 2033-10-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV       | Volkswagen International Finance NV                                         | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $179588.64    | 0.13%             | 2030-01-16      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $243352.10    | 0.17%             | 2031-11-13      | Fixed         | 0.77%                 | Yes           |                  2 | On Loan: No      |
| ORANGE SA                    | Orange SA                                                                   | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $155488.01    | 0.11%             | 2032-09-04      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ESSILORLUXOTTICA             | EssilorLuxottica SA                                                         | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $93405.47     | 0.07%             | 2027-11-27      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| BAYER AG                     | Bayer AG                                                                    | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $198807.24    | 0.14%             | 2025-01-12      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Inc       | Berkshire Hathaway Inc                                                      | CUSIP: 084670BU1<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52002.80     | 0.04%             | 2024-03-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207692.31    | 0.15%             | 2025-02-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC        | OP Corporate Bank plc                                                       | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $179192.05    | 0.13%             | 2027-11-16      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394920.75    | 0.28%             | 2026-05-09      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: —       |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $338312.98    | 0.24%             | 2030-06-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $112922.28    | 0.08%             | 2026-01-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101719.55    | 0.07%             | 2024-07-23      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                      | BPCE SA                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200920.83    | 0.14%             | 2025-04-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT     | LVMH Moet Hennessy Louis Vuitton SE                                         | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $104892.44    | 0.07%             | 2027-02-11      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                 | DNB Bank ASA                                                                | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $104312.33    | 0.07%             | 2027-09-21      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100153.26    | 0.07%             | 2026-10-27      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198994.22    | 0.14%             | 2026-07-27      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG       | Mercedes-Benz Group AG                                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $174441.51    | 0.12%             | 2030-09-10      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Cadent Finance PLC           | Cadent Finance PLC                                                          | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $73613.18     | 0.05%             | 2046-09-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $363885.20    | 0.26%             | 2027-07-08      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| L'OREAL SA                   | L'Oreal SA                                                                  | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $198412.36    | 0.14%             | 2026-06-29      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| CARREFOUR SA                 | Carrefour SA                                                                | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $100943.66    | 0.07%             | 2027-12-15      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke KPN NV           | Koninklijke KPN NV                                                          | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $120168.31    | 0.09%             | 2029-09-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL        | TotalEnergies Capital International SA                                      | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $394417.00    | 0.28%             | 2027-04-08      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA           | Credit Agricole SA                                                          | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $182324.64    | 0.13%             | 2029-02-24      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| CAPGEMINI SE                 | Capgemini SE                                                                | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $188717.46    | 0.13%             | 2032-04-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $259967.26    | 0.19%             | 2030-06-03      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                  | Walmart Inc                                                                 | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $131400.51    | 0.09%             | 2034-03-27      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ESSILORLUXOTTICA             | EssilorLuxottica SA                                                         | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $98414.49     | 0.07%             | 2026-01-05      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL        | TotalEnergies Capital International SA                                      | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $92702.96     | 0.07%             | 2029-10-04      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BOUYGUES SA                  | Bouygues SA                                                                 | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $186186.80    | 0.13%             | 2028-07-24      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                      | Eni SpA                                                                     | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $299882.18    | 0.21%             | 2026-02-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: —       |
| Vodafone Group PLC           | Vodafone Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $82064.27     | 0.06%             | 2049-08-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308562.39    | 0.22%             | 2025-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA           | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $93899.90     | 0.07%             | 2026-10-04      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd     | BHP Billiton Finance Ltd                                                    | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $104696.20    | 0.07%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                              | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $103021.17    | 0.07%             | 2024-05-11      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURE     | Holding d'Infrastructures de Transport SASU                                 | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $166166.06    | 0.12%             | 2031-01-18      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| UNILEVER FINANCE             | Unilever Finance Netherlands BV                                             | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $192341.11    | 0.14%             | 2030-03-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $177493.42    | 0.13%             | 2028-09-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: —       |
| DASSAULT SYSTEMES            | Dassault Systemes SE                                                        | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $174832.98    | 0.12%             | 2029-09-16      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                     | Engie SA                                                                    | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $165314.61    | 0.12%             | 2060-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC          | NatWest Markets PLC                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $279246.91    | 0.20%             | 2026-06-18      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION      | Exxon Mobil Corp                                                            | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90410.34     | 0.06%             | 2028-06-26      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV     | LeasePlan Corp NV                                                           | CUSIP: 000000000<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $91343.33     | 0.07%             | 2026-09-07      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON GROUP           | CK Hutchison Group Telecom Finance SA                                       | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $95708.59     | 0.07%             | 2026-04-17      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                               | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198961.78    | 0.14%             | 2026-07-06      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $109132.18    | 0.08%             | 2027-04-05      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC       | BP Capital Markets PLC                                                      | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209829.80    | 0.15%             | 2026-02-27      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-23

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer